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~language:"eng"
~person:"Huang, Ho-chuan"
~person:"Paradiso, Antonio"
~person:"Smyth, Russell"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Climate change"
~subject:"Cointegration"
~subject:"Economic growth"
~subject:"Kapitalmarktrendite"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
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ARCH model
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China
102
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95
Forecasting model
64
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Huang, Ho-chuan
Paradiso, Antonio
Smyth, Russell
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
319
Bahmani-Oskooee, Mohsen
233
Gil-Alaña, Luis A.
176
Phillips, Peter C. B.
171
Chang, Tsangyao
170
Beladi, Hamid
169
Nijkamp, Peter
159
Creedy, John
155
Apergēs, Nikolaos
151
Tiwari, Aviral Kumar
151
Caporale, Guglielmo Maria
149
Shahbaz, Muhammad
149
Narayan, Paresh Kumar
146
Tsionas, Efthymios G.
146
Güth, Werner
145
Lai, Ching-chong
145
Pestieau, Pierre
143
McAleer, Michael
142
Kumbhakar, Subal
138
Lee, Chien-chiang
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135
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132
Acemoglu, Daron
131
Lien, Da-hsiang Donald
130
Marjit, Sugata
126
Baltagi, Badi H.
122
Franses, Philip Hans
120
Färe, Rolf
120
Odhiambo, Nicholas M.
120
Thisse, Jacques-François
120
Tirole, Jean
120
Pesaran, M. Hashem
119
Wohar, Mark E.
117
Mukherjee, Arijit
116
Cremer, Helmuth
115
Long, Ngo Van
115
Stiglitz, Joseph E.
112
Jarrow, Robert A.
111
Lambertini, Luca
110
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109
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42
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21
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11
Applied economics letters
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8
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7
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6
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6
International journal of forecasting
5
International review of economics & finance : IREF
5
China economic review : an international journal
3
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3
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3
Journal of Asian economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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2
Applied financial economics letters
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Economic papers : a journal of applied economics and policy
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2
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy : the international journal ; technologies, resources, reserves, demands, impact, conservation, management, policy
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Financial innovation : FIN
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Insurance / Mathematics & economics
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International economic journal
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International journal of strategic property management
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ECONIS (ZBW)
213
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Extreme temperatures and out-of-pocket medical expenditure : evidence from China
Li, Xue
;
Smyth, Russell
;
Yao, Yao
- In:
China economic review : an international journal
77
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014233718
Saved in:
9
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
10
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
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