//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Hochschulschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatility
117
Volatilität
117
Theorie
92
Theory
92
Forecasting model
87
ARCH model
82
ARCH-Modell
82
Estimation
66
Schätzung
65
Börsenkurs
48
Capital income
48
Kapitaleinkommen
48
Share price
48
Welt
42
World
42
Time series analysis
41
Zeitreihenanalyse
41
Estimation theory
37
Schätztheorie
37
Stochastic process
32
Stochastischer Prozess
32
Oil price
31
Portfolio selection
31
Portfolio-Management
31
Ölpreis
31
Aktienmarkt
30
Stock market
30
Commodity derivative
26
Rohstoffderivat
26
USA
24
United States
24
Volatility forecasting
21
China
20
Capital market returns
19
Kapitalmarktrendite
19
Risikomaß
19
Risk
19
Risk measure
19
Risiko
18
more ...
less ...
Online availability
All
Undetermined
66
Free
4
Type of publication
All
Article
87
Type of publication (narrower categories)
All
Article in journal
Government document
Hochschulschrift
Aufsatz in Zeitschrift
87
Working Paper
86
Arbeitspapier
80
Graue Literatur
80
Non-commercial literature
80
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Author
All
McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
192
Ma, Feng
98
Pierdzioch, Christian
86
Clements, Michael P.
71
Franses, Philip Hans
64
Wang, Yudong
62
Baghestani, Hamid
58
Fildes, Robert
57
Timmermann, Allan
55
Marcellino, Massimiliano
52
McMillan, David G.
52
Stekler, Herman O.
46
Wohar, Mark E.
44
Petropoulos, Fotios
43
Nikolopoulos, Konstantinos
41
Wang, Shouyang
41
Goodwin, Paul
40
Liang, Chao
40
Zaremba, Adam
40
Song, Haiyan
39
Hendry, David F.
38
Hyndman, Rob J.
38
Narayan, Paresh Kumar
38
Ruelke, Jan-Christoph
38
Salisu, Afees A.
38
Swanson, Norman R.
37
Taylor, James W.
36
Diebold, Francis X.
35
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Kapetanios, George
32
Bouri, Elie
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Balcilar, Mehmet
30
Makridakis, Spyros G.
29
Michelsen, Claus
29
Pesaran, M. Hashem
29
Wei, Yu
29
more ...
less ...
Published in...
All
Journal of forecasting
10
Energy economics
9
Economic modelling
8
International journal of forecasting
8
Applied economics
6
Finance research letters
4
Journal of economic surveys
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
The journal of futures markets
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of empirical finance
2
Quantitative finance
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
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of hospitality management
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Risks : open access journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
;
Wang, Qunwei
- In:
Energy economics
133
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015049680
Saved in:
2
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:
3
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:
4
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:
5
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
6
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance & trade : a journal of the …
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
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:
9
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:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->