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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"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
Backtesting
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China
102
Estimation
95
Forecasting model
64
Prognoseverfahren
64
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63
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63
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61
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61
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57
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54
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Huang, Ho-chuan
Paradiso, Antonio
Smyth, Russell
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Zhang, Xibin
Gupta, Rangan
243
Bahmani-Oskooee, Mohsen
170
Chang, Tsangyao
142
Gil-Alaña, Luis A.
136
Apergēs, Nikolaos
129
Shahbaz, Muhammad
128
Tiwari, Aviral Kumar
125
Lee, Chien-chiang
122
Narayan, Paresh Kumar
118
Odhiambo, Nicholas M.
112
Caporale, Guglielmo Maria
110
Wohar, Mark E.
94
Pradhan, Rudra Prakash
93
Baltagi, Badi H.
85
McAleer, Michael
85
Hsing, Yu
81
Ma, Feng
80
Serletis, Apostolos
80
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77
Tol, Richard S. J.
75
Balcilar, Mehmet
72
Kumbhakar, Subal
71
Zaremba, Adam
71
McMillan, David G.
70
Hammoudeh, Shawkat
69
Su, Chi-Wei
69
Belke, Ansgar
67
Xuan Vinh Vo
67
Pesaran, M. Hashem
62
Egger, Peter
61
Jalles, João Tovar
61
Jorgenson, Dale Weldeau
60
Mendelsohn, Robert O.
59
Payne, James E.
59
Bouri, Elie
57
Hook, Law Siong
57
Hamori, Shigeyuki
56
Herwartz, Helmut
56
Pierdzioch, Christian
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36
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19
Applied economics
10
Applied economics letters
10
Journal of empirical finance
6
Economics letters
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Energy policy
4
International journal of forecasting
4
China economic review : an international journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of Asian economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
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International review of financial analysis
2
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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
Journal of international financial markets, institutions & money
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Journal of international money and finance
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Journal of multinational financial management
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
168
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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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