//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~person:"Wang, Yudong"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Generalized stochastic gradien...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Forecasting model
7
Prognoseverfahren
7
Volatility
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Regression analysis
3
Regressionsanalyse
3
volatility forecasting
3
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Theorie
2
Theory
2
forecasting
2
model switching
2
predictive regression
2
Aktienmarkt
1
Bitcoin
1
China
1
China's stock market
1
Estimation theory
1
Forecast
1
HAR-RV model
1
Huber loss
1
Modellierung
1
Oil price
1
Prognose
1
Ridge regression
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Schätztheorie
1
Scientific modelling
1
Stock market
1
Structural break
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Wang, Yudong
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
Tang, Xiaolong
3
Bouri, Elie
2
Gupta, Rangan
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
Ma, Zhiren
2
Wang, Jiqian
2
Wen, Danyan
2
Zhang, Bo
2
Arteche, Josu
1
Asai, Manabu
1
Baruník, Jozef
1
Bhuiyan, Miraj Ahmed
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Cepni, Oguzhan
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chevallier, Julien
1
Choi, Ji-Eun
1
Choo, Wei Chong
1
Choudhry, Taufiq
1
Chu, Xiaojun
1
Ciarreta, Aitor
1
Cross, Jamie
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Delis, Panagiotis
1
Demirer, Rıza
1
Fang, Tong
1
Fei, Tianlun
1
Feng, Yuqing
1
Filis, George
1
Fischer, Henning
1
García-Enríquez, Javier
1
more ...
less ...
Published in...
All
Journal of forecasting
Energy economics
4
International journal of forecasting
4
Journal of empirical finance
3
Applied economics
2
Economic modelling
2
International review of economics & finance : IREF
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
2
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
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:
5
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->