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~language:"eng"
~language:"fra"
~person:"Zhang, Yaojie"
~subject:"Return predictability"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Return predictability
Volatility
Forecasting model
57
Prognoseverfahren
57
Volatilität
40
ARCH model
30
ARCH-Modell
30
Capital income
25
Kapitaleinkommen
25
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24
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23
Börsenkurs
23
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23
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23
Ölpreis
23
Estimation
22
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22
Volatility forecasting
21
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18
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18
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12
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12
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12
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11
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volatility forecasting
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46
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Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
46
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Zhang, Yaojie
Gupta, Rangan
153
Bouri, Elie
88
Ma, Feng
88
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
52
Wohar, Mark E.
50
McMillan, David G.
49
Mensi, Walid
48
Zaremba, Adam
48
Wang, Yudong
47
Xuan Vinh Vo
46
Kumar, Dilip
45
Caporale, Guglielmo Maria
41
Andersen, Torben
40
Pierdzioch, Christian
40
Corbet, Shaen
38
Demirer, Rıza
38
Salisu, Afees A.
37
Wei, Yu
37
Chevallier, Julien
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Liang, Chao
34
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Roubaud, David
33
Brooks, Robert
32
Ryu, Doojin
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Yin, Libo
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
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Applied economics
6
Economic modelling
6
Energy economics
6
Finance research letters
4
International journal of forecasting
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
3
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 international financial markets, institutions & money
1
Journal of management science and engineering
1
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ECONIS (ZBW)
46
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46
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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
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
4
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:
5
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
6
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:
7
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
8
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:
9
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:
10
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
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