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~language:"eng"
~person:"Liang, Chao"
~subject:"Anlageverhalten"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Kongress"
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Anlageverhalten
Volatility
Forecasting model
39
Prognoseverfahren
39
Volatilität
36
Aktienmarkt
23
Stock market
23
ARCH model
22
ARCH-Modell
22
China
21
Capital income
19
Kapitaleinkommen
19
Börsenkurs
18
Share price
18
Welt
18
World
18
Forecast
14
Prognose
14
Volatility forecasting
11
Estimation
10
Schätzung
10
Oil price
9
Risiko
9
Risk
9
Ölpreis
9
Behavioural finance
8
COVID-19
7
Chinese stock market
7
Commodity derivative
7
Coronavirus
7
Financial crisis
7
Finanzkrise
7
Forecasting
7
Rohstoffderivat
7
GARCH-MIDAS
6
Realized volatility
6
Theorie
6
Theory
6
Aktienindex
5
Erdöl
5
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40
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1
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Article
41
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Article in journal
Commentary
Kongress
Aufsatz in Zeitschrift
41
Language
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English
Author
All
Liang, Chao
Gupta, Rangan
168
Bouri, Elie
101
Ma, Feng
91
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
66
Tiwari, Aviral Kumar
66
Kang, Sang Hoon
57
Ryu, Doojin
57
Wohar, Mark E.
54
Bollerslev, Tim
51
Lucey, Brian M.
51
Mensi, Walid
51
McMillan, David G.
50
Xuan Vinh Vo
50
Demirer, Rıza
49
Kumar, Dilip
49
Wang, Yudong
48
Corbet, Shaen
47
Caporale, Guglielmo Maria
46
Zhang, Yaojie
45
Zhang, Wei
44
Pierdzioch, Christian
41
Yoon, Seong-min
40
Andersen, Torben
39
Faff, Robert W.
39
Xiong, Xiong
39
Balcilar, Mehmet
38
Roubaud, David
38
Wei, Yu
38
Brooks, Robert
37
Yin, Libo
37
Apergēs, Nikolaos
36
Chevallier, Julien
36
Salisu, Afees A.
36
Shen, Dehua
36
Zhang, Jin E.
36
Fabozzi, Frank J.
35
Hegerty, Scott W.
35
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International journal of finance & economics : IJFE
6
Energy economics
5
Finance research letters
4
International review of financial analysis
4
Applied economics
3
International review of economics & finance : IREF
3
Journal of economic behavior & organization
2
Journal of international financial markets, institutions & money
2
Borsa Istanbul Review
1
China finance review international
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
41
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41
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1
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
2
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
3
Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies
Zhang, Li
;
Liang, Chao
;
Luu Duc Toan Huynh
;
Wang, Lu
; …
- In:
Journal of economic behavior & organization
223
(
2024
),
pp. 168-184
Persistent link: https://www.econbiz.de/10014553330
Saved in:
4
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
5
Air quality index and the Chinese stock market volatility : evidence from both market and sector indices
Shen, Lihua
;
Lu, Xinjie
;
Toan Luu Duc Huynh
;
Liang, Chao
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 224-239
Persistent link: https://www.econbiz.de/10014343120
Saved in:
6
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
7
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
8
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
9
Forecasting gold volatility with geopolitical risk indices
Li, Xiafei
;
Guo, Qiang
;
Liang, Chao
;
Umar, Muhammad
- In:
Research in international business and finance
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014266744
Saved in:
10
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
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