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~language:"eng"
~person:"McAleer, Michael"
~person:"Shahbaz, Muhammad"
~person:"Zhang, Yaojie"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Forecasting model
Schätzung
Volatility
131
Volatilität
131
Estimation
120
Theorie
103
Theory
103
Prognoseverfahren
89
Economic growth
88
Wirtschaftswachstum
87
ARCH model
82
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82
Welt
79
World
79
Cointegration
75
Kointegration
75
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60
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60
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54
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54
Pakistan
53
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53
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48
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43
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36
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36
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33
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3
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English
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McAleer, Michael
Shahbaz, Muhammad
Zhang, Yaojie
Gupta, Rangan
297
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
132
Wohar, Mark E.
109
Pierdzioch, Christian
106
Ma, Feng
100
Chang, Tsangyao
99
Caporale, Guglielmo Maria
96
Narayan, Paresh Kumar
93
Tiwari, Aviral Kumar
88
Apergēs, Nikolaos
85
Franses, Philip Hans
80
Zaremba, Adam
75
Clements, Michael P.
72
McMillan, David G.
72
Lee, Chien-chiang
70
Wang, Yudong
69
Baghestani, Hamid
65
Balcilar, Mehmet
65
Timmermann, Allan
64
Marcellino, Massimiliano
63
Moosa, Imad A.
63
Belke, Ansgar
62
Fildes, Robert
57
Kumbhakar, Subal
56
Salisu, Afees A.
56
Bouri, Elie
55
Herwartz, Helmut
53
Su, Chi-Wei
53
Pesaran, M. Hashem
50
Serletis, Apostolos
50
Wagner, Joachim
50
Hammoudeh, Shawkat
49
Wang, Shouyang
49
Xuan Vinh Vo
49
Stekler, Herman O.
48
Egger, Peter
47
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Energy economics
17
Applied economics
11
Economic modelling
11
Journal of forecasting
10
Global business review
9
International journal of forecasting
8
Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
Econometric reviews
5
International review of economics & finance : IREF
5
Journal of economic surveys
5
International journal of finance & economics : IJFE
4
Asian economic papers
3
International review of financial analysis
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
3
The journal of futures markets
3
Applied financial economics
2
Defence and peace economics
2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
Emerging markets, finance and trade : EMFT
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of quantitative economics
2
Pacific-Basin finance journal
2
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2
Risks : open access journal
2
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2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied economics letters
1
Bulletin of economic research
1
Econometrics : open access journal
1
Economics letters
1
Economies : open access journal
1
Empirica : journal of european economics
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ECONIS (ZBW)
175
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175
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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
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
6
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
7
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:
8
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
9
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:
10
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
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