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~language:"eng"
~person:"Huang, Ho-chuan"
~person:"Paradiso, Antonio"
~person:"Smyth, Russell"
~person:"Thisse, Jacques-François"
~person:"Turnovsky, Stephen J."
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Climate change"
~subject:"Economic growth"
~subject:"Kapitalmarktrendite"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
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ARCH model
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303
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105
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100
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Huang, Ho-chuan
Paradiso, Antonio
Smyth, Russell
Thisse, Jacques-François
Turnovsky, Stephen J.
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
346
Bahmani-Oskooee, Mohsen
207
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179
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177
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140
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138
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135
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127
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126
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International journal of forecasting
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6
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6
The journal of industrial economics
6
International journal of industrial organization
5
International review of financial analysis
5
Journal of banking & finance
5
Journal of public economic theory
5
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5
The economic journal : the journal of the Royal Economic Society
5
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4
International journal of economic theory
4
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4
China economic review : an international journal
3
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3
Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
487
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1
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487
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
Financial market integration : a complex and controversial journey
Donadelli, Michael
;
Gufler, I.
;
Paradiso, Antonio
- In:
International review of financial analysis
92
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014492428
Saved in:
3
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
4
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
5
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
8
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
Saved in:
9
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
10
Crime, weather and climate change in Australia
Awaworyi Churchill, Sefa
;
Smyth, Russell
;
Trong Anh Trinh
- In:
The economic record
99
(
2023
)
324
,
pp. 84-107
Persistent link: https://www.econbiz.de/10014310306
Saved in:
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