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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Brooks, Robert"
~person:"Nonejad, Nima"
~person:"Zhu, Huiming"
~subject:"Volatilität"
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Volatilität
Estimation
76
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76
Volatility
38
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29
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29
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27
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27
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Article in journal
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Brooks, Robert
Nonejad, Nima
Zhu, Huiming
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Todorov, Viktor
25
Bouri, Elie
24
McAleer, Michael
23
Pierdzioch, Christian
23
Bollerslev, Tim
22
Xuan Vinh Vo
21
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Caporale, Guglielmo Maria
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chiang, Thomas C.
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Tauchen, George Eugene
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Wu, Xinyu
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Zhang, Yaojie
13
Apergēs, Nikolaos
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Floros, Christos
11
Bali, Turan G.
10
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10
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The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
4
Energy economics
4
International review of economics & finance : IREF
3
International review of financial analysis
3
Applied financial economics
1
Australian journal of management
1
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Pacific-Basin finance journal
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ECONIS (ZBW)
38
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
3
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
4
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
5
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
6
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
7
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
8
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
9
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
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