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~language:"eng"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Deutschland"
~subject:"Kanada"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Deutschland
Kanada
Volatilität
Estimation
102
Schätzung
102
Volatility
98
Stock market
72
Aktienmarkt
70
Börsenkurs
69
Share price
69
Welt
66
World
66
Forecasting model
65
Prognoseverfahren
65
Capital income
63
Kapitaleinkommen
63
Oil price
56
Ölpreis
56
ARCH model
54
ARCH-Modell
54
India
52
Indien
52
Time series analysis
51
Zeitreihenanalyse
51
Causality analysis
46
Kausalanalyse
46
State space model
46
Zustandsraummodell
46
Theorie
40
Theory
40
Cointegration
37
Kointegration
37
Economic growth
33
Spillover effect
33
Spillover-Effekt
33
Portfolio selection
32
Portfolio-Management
32
Wirtschaftswachstum
31
Risiko
25
Risk
25
USA
25
United States
25
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Undetermined
91
Free
5
Type of publication
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Article
101
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
101
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
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English
Author
All
Tiwari, Aviral Kumar
Zhang, Yaojie
Gupta, Rangan
155
Wagner, Joachim
133
Bahmani-Oskooee, Mohsen
98
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Serletis, Apostolos
67
Fritsch, Michael
66
Pierdzioch, Christian
65
Hammoudeh, Shawkat
63
Schnabel, Claus
62
Wohar, Mark E.
58
Zimmermann, Klaus F.
56
Bollerslev, Tim
54
Caporale, Guglielmo Maria
54
Kang, Sang Hoon
54
McMillan, David G.
53
Gil-Alaña, Luis A.
49
Mensi, Walid
48
Jirjahn, Uwe
47
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Siklos, Pierre L.
42
Apergēs, Nikolaos
41
Gunderson, Morley
41
Andersen, Torben
40
Bellmann, Lutz
40
Caliendo, Marco
40
Fitzenberger, Bernd
40
Kryzanowski, Lawrence
40
Riphahn, Regina T.
40
Kraft, Kornelius
39
Michelsen, Claus
39
Pfeifer, Christian
39
Wrohlich, Katharina
39
Corbet, Shaen
38
Demirer, Rıza
38
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Energy economics
24
Applied economics
11
Finance research letters
10
Research in international business and finance
6
Economic modelling
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of forecasting
4
International journal of finance & economics : IJFE
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of financial analysis
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Brussels economic review
1
Bulletin of economic research
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International journal of law and management
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of management science and engineering
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
OPEC energy review
1
Pacific-Basin finance journal
1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
101
Showing
1
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10
of
101
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articles prioritized
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date (oldest first)
1
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:
2
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
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
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:
5
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
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