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~person:"Liang, Chao"
~subject:"Volatility"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
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Volatility
Wirtschaftswachstum
Volatilität
37
Forecasting model
33
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33
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23
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23
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17
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37
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Liang, Chao
Gupta, Rangan
160
Bouri, Elie
92
Ma, Feng
91
Tiwari, Aviral Kumar
75
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
67
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
50
Shahbaz, Muhammad
49
Pierdzioch, Christian
47
Wang, Yudong
46
Xuan Vinh Vo
46
Caporale, Guglielmo Maria
45
Apergēs, Nikolaos
44
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Andersen, Torben
39
Balcilar, Mehmet
38
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Roubaud, David
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Chevallier, Julien
35
Hegerty, Scott W.
35
Gil-Alaña, Luis A.
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Hamori, Shigeyuki
32
Shahzad, Syed Jawad Hussain
32
Lee, Chien-chiang
31
Nguyen, Duc Khuong
31
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Energy economics
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
4
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3
Finance research letters
3
International review of financial analysis
3
Journal of economic behavior & organization
2
Journal of international financial markets, institutions & money
2
China finance review international
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
International journal of forecasting
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ECONIS (ZBW)
37
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1
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:
2
Which predictor is more predictive for Bitcoin
volatility
? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
3
Uncertainty and crude oil market
volatility
: new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
4
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:
5
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
6
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:
7
Volatility
forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
8
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
9
Which types of commodity price information are more useful for predicting US stock market
volatility
?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
10
Which sentiment index is more informative to forecast stock market
volatility
? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
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