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~language:"eng"
~person:"Smyth, Russell"
~person:"Wang, Yudong"
~person:"Zhang, Xibin"
~subject:"ARCH model"
~subject:"Backtesting"
~subject:"Bildungsertrag"
~subject:"Climate change"
~subject:"Firm performance"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
Backtesting
Bildungsertrag
Climate change
Firm performance
Schätzung
China
101
Estimation
66
Forecasting model
63
Prognoseverfahren
63
Volatility
52
Volatilität
52
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51
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51
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50
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50
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42
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42
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41
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41
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36
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Smyth, Russell
Wang, Yudong
Zhang, Xibin
Gupta, Rangan
201
Bahmani-Oskooee, Mohsen
159
Gil-Alaña, Luis A.
130
Caporale, Guglielmo Maria
103
Chang, Tsangyao
100
Tiwari, Aviral Kumar
99
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87
Wohar, Mark E.
87
Lee, Chien-chiang
80
Ma, Feng
79
Narayan, Paresh Kumar
79
Wagner, Joachim
78
McAleer, Michael
77
Tol, Richard S. J.
74
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70
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69
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64
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62
Xuan Vinh Vo
62
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61
Bouri, Elie
61
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61
Hammoudeh, Shawkat
60
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59
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57
Su, Chi-Wei
57
Balcilar, Mehmet
55
Pierdzioch, Christian
55
Herwartz, Helmut
53
Hamori, Shigeyuki
50
Egger, Peter
49
Tsionas, Efthymios G.
49
Kang, Sang Hoon
48
Kutan, Ali Mustafa
48
Moosa, Imad A.
48
Brooks, Robert
47
Holmes, Mark J.
44
Salisu, Afees A.
44
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Energy economics
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11
Applied economics
5
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5
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4
Journal of Asian economics
4
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4
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3
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3
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Pacific-Basin finance journal
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Research in international business and finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The American journal of economics and sociology
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The economic record
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The economic record : er
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ECONIS (ZBW)
103
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1
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103
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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