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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Zhang, Yaojie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Forecasting model
7
Prognoseverfahren
7
ARCH model
6
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6
Volatility
6
Aktienmarkt
5
Börsenkurs
5
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5
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5
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4
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4
Volatility forecasting
4
volatility forecasting
3
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1
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German stock market
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Germany
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Markov-Kette
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Monthly realized volatility
1
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Zhang, Yaojie
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
McAleer, Michael
12
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Zhang, Jin E.
11
Ma, Feng
9
Daigler, Robert T.
8
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Asai, Manabu
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Shephard, Neil G.
6
Bali, Turan G.
5
Ederington, Louis H.
5
Fonseca, José da
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Li, Yingying
5
Simon, David P.
5
Taylor, Robert
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Wang, George H. K.
5
Yoon, Seong-min
5
Zhou, Hao
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Elder, John
4
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Applied economics
Journal of econometrics
The journal of futures markets
Energy economics
6
Economic modelling
4
Journal of forecasting
4
International journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of finance & economics : IJFE
2
Research in international business and finance
2
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of management science and engineering
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Pacific-Basin finance journal
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ECONIS (ZBW)
6
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1
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:
2
Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Applied economics
54
(
2022
)
50
,
pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
Saved in:
3
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
4
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
5
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
6
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
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