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~person:"He, Mengxi"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Kapitaleinkommen
Forecasting model
18
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He, Mengxi
Gupta, Rangan
63
Zaremba, Adam
38
Ma, Feng
37
McMillan, David G.
36
Wang, Yudong
32
Narayan, Paresh Kumar
31
Wohar, Mark E.
31
Pierdzioch, Christian
25
Zhang, Yaojie
25
Bouri, Elie
16
Zhou, Guofu
15
Li, Yan
14
Liang, Chao
14
Guidolin, Massimo
13
Long, Huaigang
13
Nonejad, Nima
13
Cakici, Nusret
12
Li, Bin
12
Salisu, Afees A.
12
Timmermann, Allan
12
Westerlund, Joakim
12
Zhu, Xiaoneng
12
Balcilar, Mehmet
11
Dai, Zhifeng
11
Kumar, Dilip
11
Liu, Li
11
Sharma, Susan Sunila
11
Wei, Yu
11
Yin, Libo
11
Kim, Jae H.
10
Pan, Zhiyuan
10
Wu, Chongfeng
10
Bali, Turan G.
9
Bollerslev, Tim
9
Guo, Hui
9
Fieberg, Christian
8
Vivian, Andrew
8
Bonato, Matteo
7
Da, Zhi
7
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Journal of forecasting
2
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1
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1
Emerging markets, finance and trade : EMFT
1
Finance research letters
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
8
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
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:
3
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
4
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
5
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
6
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
7
Climate policy uncertainty and the stock return predictability of the oil industry
He, Mengxi
;
Zhang, Yaojie
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533381
Saved in:
8
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
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