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~person:"Liang, Chao"
~person:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Stock market
Ölpreis
Volatility
74
Volatilität
74
Forecasting model
39
Prognoseverfahren
39
ARCH-Modell
37
Aktienmarkt
28
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24
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English
55
Author
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Liang, Chao
Nguyen, Duc Khuong
Gupta, Rangan
149
McAleer, Michael
137
Caporale, Guglielmo Maria
81
Ma, Feng
76
Chang, Chia-Lin
71
Bouri, Elie
59
Spagnolo, Nicola
56
Hammoudeh, Shawkat
53
Kang, Sang Hoon
44
Mensi, Walid
43
Tiwari, Aviral Kumar
42
Zhang, Yaojie
38
Salisu, Afees A.
37
Kumar, Dilip
36
Wang, Yudong
36
Wei, Yu
36
Demirer, Rıza
35
McMillan, David G.
35
Diebold, Francis X.
34
Ji, Qiang
34
Pierdzioch, Christian
34
Bauwens, Luc
33
Bollerslev, Tim
33
Engle, Robert F.
32
Kočenda, Evžen
32
Xuan Vinh Vo
32
Wohar, Mark E.
31
Serletis, Apostolos
30
Corbet, Shaen
29
Filis, George
29
Manera, Matteo
29
Degiannakis, Stavros
28
Yoon, Seong-min
28
Bekaert, Geert
26
Chevallier, Julien
25
Floros, Christos
25
Hansen, Peter Reinhard
25
Lucey, Brian M.
25
Molnár, Peter
25
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Energy economics
10
Applied economics
6
Journal of international financial markets, institutions & money
5
International review of economics & finance : IREF
4
International review of financial analysis
4
International journal of finance & economics : IJFE
3
Contributions to Management Science
2
Economic modelling
2
Finance research letters
2
China finance review international
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Governance and risk in emerging and global markets
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
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1
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1
Pacific-Basin finance journal
1
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1
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1
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1
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1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
55
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55
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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
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
3
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:
4
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
5
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
6
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:
7
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
8
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:
9
Air quality index and the Chinese stock market volatility : evidence from both market and sector indices
Shen, Lihua
;
Lu, Xinjie
;
Toan Luu Duc Huynh
;
Liang, Chao
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 224-239
Persistent link: https://www.econbiz.de/10014343120
Saved in:
10
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
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