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~person:"Haas, Markus"
~person:"Liang, Chao"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
~subject:"Forecast"
~subject:"Markov-Kette"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Commodity derivative
Forecast
Markov-Kette
ARCH model
41
ARCH-Modell
41
Volatility
33
Volatilität
33
Forecasting model
25
Prognoseverfahren
25
Capital income
18
Kapitaleinkommen
18
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15
Theorie
13
Theory
13
Aktienmarkt
12
Estimation
12
Schätzung
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Stock market
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9
Oil price
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Risk measure
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English
26
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Haas, Markus
Liang, Chao
McAleer, Michael
55
Ma, Feng
53
Gupta, Rangan
37
Chang, Chia-Lin
27
Bauwens, Luc
25
Zhang, Yaojie
24
Bouri, Elie
23
Wei, Yu
17
Molnár, Peter
16
Wang, Yudong
16
Manera, Matteo
15
Hammoudeh, Shawkat
14
Meitz, Mika
13
Saikkonen, Pentti
13
Chiang, Thomas C.
12
Lu, Xinjie
12
Mittnik, Stefan
12
Nguyen, Duc Khuong
12
Tiwari, Aviral Kumar
12
Yoon, Seong-min
12
Brooks, Robert
11
Engle, Robert F.
11
Kang, Sang Hoon
11
Wang, Jiqian
11
Ardia, David
10
Paolella, Marc S.
10
Rombouts, Jeroen V. K.
10
Tansuchat, Roengchai
10
Caporale, Guglielmo Maria
9
Dufays, Arnaud
9
Lee, Hsiang-Tai
9
Li, Yan
9
Liu, Jing
9
Lütkepohl, Helmut
9
Nicolini, Marcella
9
Otranto, Edoardo
9
Roengchai Tansuchat
9
Silvennoinen, Annastiina
9
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CFS working paper series
5
Energy economics
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
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 forecasting
1
Journal of international financial markets, institutions & money
1
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)
26
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1
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:
2
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
9
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:
10
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
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