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accessRights:"restricted"
~person:"He, Mengxi"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Estimation
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He, Mengxi
Gupta, Rangan
58
Ma, Feng
28
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24
Marcellino, Massimiliano
22
Pierdzioch, Christian
22
Wang, Yudong
21
Zhang, Yaojie
20
Nonejad, Nima
15
Narayan, Paresh Kumar
14
Salisu, Afees A.
13
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Wei, Yu
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9
Long, Huaigang
9
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9
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8
Demirer, Rıza
8
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8
Lu, Xinjie
8
Moosa, Imad A.
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Siliverstovs, Boriss
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Timmermann, Allan
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Dai, Zhifeng
7
Huber, Florian
7
Jawadi, Fredj
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Kilian, Lutz
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Li, Bin
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Bouri, Elie
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The journal of futures markets
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ECONIS (ZBW)
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
4
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
5
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
6
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
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