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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:"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
Backtesting
Climate change
Economic growth
Kapitalmarktrendite
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Theorie
China
102
Estimation
95
Forecasting model
64
Prognoseverfahren
64
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61
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Huang, Ho-chuan
Paradiso, Antonio
Smyth, Russell
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Zhang, Xibin
Gupta, Rangan
301
Bahmani-Oskooee, Mohsen
193
Beladi, Hamid
169
Gil-Alaña, Luis A.
163
Phillips, Peter C. B.
160
Nijkamp, Peter
159
Creedy, John
155
Chang, Tsangyao
151
Güth, Werner
145
Lai, Ching-chong
145
Pestieau, Pierre
143
Tiwari, Aviral Kumar
141
McAleer, Michael
140
Apergēs, Nikolaos
139
Caporale, Guglielmo Maria
139
Kumbhakar, Subal
138
Tsionas, Efthymios G.
136
Turnovsky, Stephen J.
135
Lee, Chien-chiang
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Shahbaz, Muhammad
132
Acemoglu, Daron
131
Serletis, Apostolos
129
Lien, Da-hsiang Donald
126
Marjit, Sugata
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Narayan, Paresh Kumar
125
Baltagi, Badi H.
121
Thisse, Jacques-François
120
Tirole, Jean
120
Färe, Rolf
119
Pesaran, M. Hashem
119
Franses, Philip Hans
118
Mukherjee, Arijit
116
Cremer, Helmuth
115
Long, Ngo Van
115
Wohar, Mark E.
115
Odhiambo, Nicholas M.
113
Stiglitz, Joseph E.
112
Jarrow, Robert A.
111
Lambertini, Luca
110
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109
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Energy economics
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21
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10
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8
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7
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6
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5
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Australian economic papers
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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
203
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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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