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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"USA"
~subject:"United States"
~type_genre:"Article in journal"
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ARCH-Modell
Stochastic process
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Volatility
116
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116
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92
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92
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84
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81
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McAleer, Michael
Zhang, Yaojie
Cebula, Richard J.
174
Gupta, Rangan
165
Bahmani-Oskooee, Mohsen
134
Neumark, David
104
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Gil-Alaña, Luis A.
92
Gruber, Jonathan
87
Partridge, Mark D.
80
Madura, Jeff
79
Wohar, Mark E.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Serletis, Apostolos
76
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Fabozzi, Frank J.
73
Heckman, James J.
73
Payne, James E.
71
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Apergēs, Nikolaos
67
Ma, Feng
67
Mishra, Ashok K.
67
Mixon, Franklin G.
67
Audretsch, David B.
65
Slemrod, Joel
65
Wolff, Edward N.
64
Goodwin, Barry K.
63
Berger, Allen N.
62
Caporale, Guglielmo Maria
60
Haltiwanger, John C.
60
List, John A.
59
Borjas, George J.
58
Currie, Janet M.
58
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Energy economics
10
Applied economics
9
Econometric reviews
9
Journal of econometrics
9
Journal of risk and financial management : JRFM
7
International journal of forecasting
6
International review of economics & finance : IREF
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ECONIS (ZBW)
118
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118
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1
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:
2
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:
3
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:
4
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
5
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
6
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
7
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
Saved in:
8
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
9
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
10
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
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