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~person:"Haas, Markus"
~person:"Liang, Chao"
~person:"Nguyen, Duc Khuong"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
~subject:"Forecast"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Commodity derivative
Forecast
ARCH model
63
ARCH-Modell
63
Volatility
47
Volatilität
47
Forecasting model
29
Prognoseverfahren
29
Capital income
24
Kapitaleinkommen
24
Aktienmarkt
21
Share price
21
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21
Oil price
17
Ölpreis
17
Estimation
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Theorie
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10
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10
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United States
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Statistical distribution
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35
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Haas, Markus
Liang, Chao
Nguyen, Duc Khuong
Ma, Feng
52
McAleer, Michael
52
Gupta, Rangan
35
Chang, Chia-Lin
27
Zhang, Yaojie
24
Bouri, Elie
22
Wei, Yu
17
Molnár, Peter
16
Manera, Matteo
14
Wang, Yudong
14
Hammoudeh, Shawkat
13
Chiang, Thomas C.
12
Tiwari, Aviral Kumar
12
Yoon, Seong-min
12
Bauwens, Luc
11
Brooks, Robert
11
Engle, Robert F.
11
Lu, Xinjie
11
Wang, Jiqian
11
Kang, Sang Hoon
10
Mittnik, Stefan
10
Tansuchat, Roengchai
10
Li, Yan
9
Liu, Jing
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Silvennoinen, Annastiina
9
Corbet, Shaen
8
Demirer, Rıza
8
Filis, George
8
Hafner, Christian M.
8
Huang, Dengshi
8
Ji, Qiang
8
Koopman, Siem Jan
8
Kumar, Dilip
8
Lucey, Brian M.
8
Maheswaran, S.
8
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Energy economics
6
CFS working paper series
5
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Applied economics
2
International journal of finance & economics : IJFE
2
Quantitative finance
2
Economic modelling
1
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of economic behavior & organization
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
35
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1
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
2
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
3
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:
4
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
5
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
6
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
7
Climate policy uncertainty and world renewable energy index volatility forecasting
Liang, Chao
;
Umar, Muhammad
;
Ma, Feng
;
Toan Luu Duc Huynh
- In:
Technological forecasting & social change : an …
182
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449113
Saved in:
8
Forecasting volatility of EUA futures : new evidence
Guo, Xiaozhu
;
Huang, Yisu
;
Liang, Chao
;
Umar, Muhammad
- In:
Energy economics
110
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349808
Saved in:
9
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
10
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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