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~language:"bul"
~language:"eng"
~person:"Chiang, Thomas C."
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Kapitaleinkommen
Estimation
134
Schätzung
134
Volatility
129
Volatilität
129
Capital income
106
Börsenkurs
99
Share price
99
Stock market
93
Aktienmarkt
92
Welt
82
World
82
Oil price
75
Ölpreis
75
Theorie
70
Theory
70
Forecasting model
67
Prognoseverfahren
67
ARCH model
66
ARCH-Modell
66
Time series analysis
66
Zeitreihenanalyse
66
India
52
Indien
52
State space model
48
Zustandsraummodell
48
Causality analysis
47
Cointegration
47
Kausalanalyse
47
Kointegration
47
Risiko
45
Risk
45
Portfolio selection
42
Portfolio-Management
42
USA
40
United States
40
Spillover effect
37
Spillover-Effekt
37
Economic growth
33
Wirtschaftswachstum
32
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Undetermined
80
Free
10
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Article
106
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Article in journal
Statistik
Aufsatz in Zeitschrift
106
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
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3
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2
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2
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Language
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Bulgarian
English
Author
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Chiang, Thomas C.
Tiwari, Aviral Kumar
Wang, Yudong
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Fletcher, Jonathan
36
Demirer, Rıza
35
Brooks, Robert
34
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
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Energy economics
14
Finance research letters
10
Economic modelling
5
Journal of empirical finance
5
Journal of forecasting
5
Global finance journal
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of risk and financial management : JRFM
3
Review of quantitative finance and accounting
3
Advances in Pacific Basin business, economics, and finance
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Review of Pacific Basin financial markets and policies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Economies : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
European financial management : the journal of the European Financial Management Association
1
Financial innovation : FIN
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Indian journal of economics & business : IJEB
1
International Journal of Financial Studies : open access journal
1
International journal of business
1
International journal of forecasting
1
Istanbul business research
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of quantitative economics
1
Managerial finance
1
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ECONIS (ZBW)
106
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1
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10
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106
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
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
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
4
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
5
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
6
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
7
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
8
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:
9
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
10
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
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