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~language:"eng"
~language:"nor"
~person:"Zhang, Yaojie"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Kapitaleinkommen
Volatilität
Forecasting model
57
Prognoseverfahren
57
Volatility
40
ARCH model
30
ARCH-Modell
30
Capital income
25
Stock market
24
Aktienmarkt
23
Börsenkurs
23
Oil price
23
Share price
23
Ölpreis
23
Estimation
22
Schätzung
22
Volatility forecasting
21
Welt
18
World
18
China
12
Forecast
12
Prognose
12
Commodity derivative
11
Rohstoffderivat
11
Theorie
11
Theory
11
Capital market returns
8
Kapitalmarktrendite
8
Chinese stock market
7
Erdöl
7
Oil market
7
Petroleum
7
Return predictability
7
volatility forecasting
7
Ölmarkt
7
Portfolio selection
6
Portfolio-Management
6
Risiko
6
Risk
6
Realized volatility
5
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Article
52
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Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
52
Language
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English
Norwegian
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Zhang, Yaojie
Gupta, Rangan
211
Bouri, Elie
103
Ma, Feng
100
Zaremba, Adam
100
McMillan, David G.
98
Wohar, Mark E.
89
Tiwari, Aviral Kumar
82
Hammoudeh, Shawkat
79
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
62
Faff, Robert W.
60
Kang, Sang Hoon
59
Wang, Yudong
59
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
58
Demirer, Rıza
57
Brooks, Robert
55
Bali, Turan G.
53
Bollerslev, Tim
53
Mensi, Walid
52
Salisu, Afees A.
50
Nguyen, Duc Khuong
49
Kumar, Dilip
48
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Apergēs, Nikolaos
46
Ryu, Doojin
46
Gil-Alaña, Luis A.
45
Lucey, Brian M.
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Shahzad, Syed Jawad Hussain
44
Yin, Libo
43
Andersen, Torben
42
Yoon, Seong-min
42
Chiang, Thomas C.
41
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Economic modelling
7
Applied economics
6
Energy economics
6
Journal of forecasting
5
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Research in international business and finance
2
Bulletin of economic research
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
The journal of futures markets
1
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ECONIS (ZBW)
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52
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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
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
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:
5
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:
6
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
7
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:
8
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:
9
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:
10
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:
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