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subject:"ARCH-Modell"
~person:"Liang, Chao"
~subject:"Kapitaleinkommen"
~type:"article"
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ARCH-Modell
Kapitaleinkommen
Commodity derivative
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Rohstoffderivat
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Liang, Chao
Ma, Feng
26
Zhang, Yaojie
10
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9
Nguyen, Duc Khuong
8
Chevallier, Julien
7
McAleer, Michael
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Hammoudeh, Shawkat
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Quantitative finance
1
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ECONIS (ZBW)
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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
2
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:
3
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
4
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
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