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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of financial analysis"
~person:"Li, Yan"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Aktienmarkt
5
Stock market
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
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Capital income
4
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Prognoseverfahren
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China
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Chinese stock market
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Behavioural finance
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Change of stock-selection risk
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Jumps
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LSTM
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Long-term adjusted volatility
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Rationale Erwartung
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Return forecasting
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Li, Yan
Lau, Chi Keung
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Yarovaya, Larisa
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Wang, Shixuan
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Angelidis, Timotheos
2
Bouri, Elie
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Brzeszczyński, Janusz
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Chortareas, Georgios E.
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Liu, Jing
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2
Poshakwale, Sunil S.
2
Umar, Zaghum
2
Wei, Yu
2
Zhu, Huiming
2
Abad Díaz, David
1
Abdullah, Mohammad
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Abedin, Mohammad Zoynul
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Alagidede, Paul
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1
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International Journal of Energy Economics and Policy : IJEEP
International review of financial analysis
China finance review international
1
Energy economics
1
Finance research letters
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
2
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:
3
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
4
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
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