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accessRights:"restricted"
subject:"Volatilität"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~subject:"Causality analysis"
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Volatilität
Causality analysis
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73
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73
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31
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Tiwari, Aviral Kumar
Wang, Yudong
Gupta, Rangan
61
Balcilar, Mehmet
24
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Pierdzioch, Christian
19
Wohar, Mark E.
18
Xuan Vinh Vo
18
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16
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16
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14
Zhu, Huiming
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13
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13
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12
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12
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Yoon, Seong-min
12
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11
Kumar, Dilip
11
Nonejad, Nima
11
Shahzad, Syed Jawad Hussain
11
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10
Zhang, Yaojie
10
Apergēs, Nikolaos
9
Brooks, Robert
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9
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9
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9
Wen, Fenghua
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8
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International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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1
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1
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30
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
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:
3
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
4
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
5
The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective
Olayeni, Olaolu Richard
;
Jemiluyi, Olufunmilayo Olayemi
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014380614
Saved in:
6
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
7
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
8
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
9
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, …
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
Saved in:
10
Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
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