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~language:"eng"
~person:"Wang, Yudong"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Reprint"
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Schätzung
Volatility
Welt
Forecasting model
58
Prognoseverfahren
58
Volatilität
44
Oil price
41
Ölpreis
41
Capital income
35
Kapitaleinkommen
35
Estimation
30
Theorie
27
Theory
27
World
26
ARCH model
24
ARCH-Modell
24
Forecast
21
Prognose
21
Börsenkurs
19
Share price
19
Oil market
17
Ölmarkt
17
Erdöl
15
Petroleum
15
Aktienmarkt
14
Stock market
14
Regression analysis
13
Time series analysis
13
Zeitreihenanalyse
13
China
12
Regressionsanalyse
12
Commodity derivative
11
Portfolio selection
11
Portfolio-Management
11
Rohstoffderivat
11
Capital market returns
8
Kapitalmarktrendite
8
Predictive regression
8
Volatility forecasting
8
Risiko
7
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Article
65
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Article in journal
Handbuch
Hochschulschrift
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Aufsatz in Zeitschrift
65
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English
Author
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Wang, Yudong
Gupta, Rangan
286
Bahmani-Oskooee, Mohsen
212
Gil-Alaña, Luis A.
153
Tiwari, Aviral Kumar
149
Apergēs, Nikolaos
138
Caporale, Guglielmo Maria
125
Bouri, Elie
122
Lee, Chien-chiang
122
Wohar, Mark E.
122
Hammoudeh, Shawkat
117
Narayan, Paresh Kumar
107
Chang, Tsangyao
105
McAleer, Michael
104
Eichengreen, Barry
103
Ma, Feng
97
Lucey, Brian M.
94
Egger, Peter
91
Xuan Vinh Vo
91
Zaremba, Adam
90
Shahbaz, Muhammad
89
McMillan, David G.
88
Serletis, Apostolos
85
Aizenman, Joshua
83
Su, Chi-Wei
80
Belke, Ansgar
77
Kutan, Ali Mustafa
77
Hassan, M. Kabir
75
Kang, Sang Hoon
75
Pierdzioch, Christian
75
Dreher, Axel
73
Haan, Jakob de
73
Salisu, Afees A.
73
Faff, Robert W.
71
Moosa, Imad A.
71
Balcilar, Mehmet
70
Mensi, Walid
69
Rose, Andrew
69
Demirgüç-Kunt, Asli
68
Hamori, Shigeyuki
68
Herwartz, Helmut
68
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Energy economics
21
Journal of forecasting
6
Economic modelling
5
International journal of forecasting
5
Journal of empirical finance
5
International review of economics & finance : IREF
4
Applied economics
2
Finance research letters
2
Computational economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
65
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65
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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
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:
6
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:
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 crude oil prices : a reduced-rank approach
Song, Yixuan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 698-711
Persistent link: https://www.econbiz.de/10014474661
Saved in:
9
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:
10
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
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