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~language:"eng"
~person:"Liang, Chao"
~subject:"Forecasting model"
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Search: "Volatilität"
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Forecasting model
Volatility
33
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33
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30
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21
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21
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15
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Liang, Chao
Gupta, Rangan
107
Ma, Feng
77
McAleer, Michael
47
Bollerslev, Tim
45
Pierdzioch, Christian
41
Diebold, Francis X.
37
Zhang, Yaojie
37
Clark, Todd E.
31
Wang, Yudong
31
Wei, Yu
29
Lux, Thomas
27
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
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24
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23
Andersen, Torben
21
Gallo, Giampiero M.
21
Wang, Jiqian
21
Asai, Manabu
20
Degiannakis, Stavros
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Carriero, Andrea
19
Marcellino, Massimiliano
18
Patton, Andrew J.
18
Bonato, Matteo
17
Lu, Xinjie
17
Molnár, Peter
17
Demirer, Rıza
16
Dijk, Dick van
16
Ghysels, Eric
16
Liu, Jing
16
Nonejad, Nima
16
Kumar, Dilip
15
Li, Yan
15
Shin, Minchul
15
Wu, Xinyu
15
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International journal of finance & economics : IJFE
5
Energy economics
4
Finance research letters
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Applied economics
2
Journal of international financial markets, institutions & money
2
China finance review international
1
Economic modelling
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
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1
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1
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
9
Forecasting gold volatility with geopolitical risk indices
Li, Xiafei
;
Guo, Qiang
;
Liang, Chao
;
Umar, Muhammad
- In:
Research in international business and finance
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014266744
Saved in:
10
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
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