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~person:"Liang, Chao"
~person:"Wohar, Mark E."
~subject:"Forecasting model"
~subject:"Spillover effect"
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Search: subject:"Volatilität"
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Forecasting model
Spillover effect
Volatility
93
Volatilität
93
Prognoseverfahren
43
Börsenkurs
37
Share price
37
Welt
34
World
34
Aktienmarkt
33
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ARCH model
32
ARCH-Modell
32
Estimation
30
Schätzung
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Capital income
29
Kapitaleinkommen
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19
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13
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13
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12
Theorie
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Theory
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11
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Volatility forecasting
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9
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8
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8
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Schock
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VAR model
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51
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Liang, Chao
Wohar, Mark E.
Gupta, Rangan
131
McAleer, Michael
108
Ma, Feng
85
Bouri, Elie
58
Chang, Chia-Lin
49
Diebold, Francis X.
47
Bollerslev, Tim
45
Pierdzioch, Christian
45
Kang, Sang Hoon
40
Zhang, Yaojie
39
Caporale, Guglielmo Maria
36
Wang, Yudong
36
Spagnolo, Nicola
34
Wei, Yu
34
McMillan, David G.
32
Mensi, Walid
32
Caporin, Massimiliano
31
Clark, Todd E.
31
Salisu, Afees A.
30
Lux, Thomas
27
Clements, Adam
26
Christoffersen, Peter F.
24
Gallo, Giampiero M.
24
Kumar, Dilip
24
Asai, Manabu
23
Hammoudeh, Shawkat
23
Ji, Qiang
23
Lucey, Brian M.
23
Xuan Vinh Vo
23
Engle, Robert F.
22
Kočenda, Evžen
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Allen, David E.
20
Medeiros, Marcelo C.
20
Tiwari, Aviral Kumar
20
Bonato, Matteo
19
Carriero, Andrea
19
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International review of economics & finance : IREF
7
Energy economics
5
International journal of finance & economics : IJFE
5
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Finance research letters
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
China finance review international
1
Department of Economics working paper series
1
Economic modelling
1
Economics and Business Letters : EBL
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 central banking theory and practice
1
Journal of economic behavior & organization
1
Journal of forecasting
1
Journal of international money and finance
1
Open economies review
1
Quantitative finance
1
Research in international business and finance
1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
51
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
3
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:
4
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:
5
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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