//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Zhang, Yaojie"
~subject:"Asymmetry"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asymmetry
Volatilität
Forecasting model
67
Prognoseverfahren
67
Volatility
66
ARCH model
47
ARCH-Modell
47
Capital income
37
Estimation
37
Kapitaleinkommen
37
Schätzung
37
Welt
32
World
32
Börsenkurs
31
Share price
31
Oil price
28
Ölpreis
28
Aktienmarkt
26
Stock market
26
Volatility forecasting
21
Commodity derivative
19
Rohstoffderivat
19
Theorie
17
Theory
17
China
16
Forecast
15
Portfolio selection
15
Portfolio-Management
15
Prognose
15
Time series analysis
14
Zeitreihenanalyse
14
Capital market returns
13
Kapitalmarktrendite
13
Spillover effect
12
Spillover-Effekt
12
Bibliometrics
9
Bibliometrie
9
Risk
9
Erdöl
8
Oil market
8
Petroleum
8
more ...
less ...
Online availability
All
Undetermined
52
Free
5
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
Working Paper
76
Arbeitspapier
70
Graue Literatur
70
Non-commercial literature
70
Aufsatz in Zeitschrift
66
Article
1
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Author
All
Chang, Chia-Lin
Zhang, Yaojie
Gupta, Rangan
161
Bouri, Elie
96
Ma, Feng
92
Bahmani-Oskooee, Mohsen
88
McAleer, Michael
73
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
65
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
49
Wang, Yudong
48
Xuan Vinh Vo
48
Kumar, Dilip
44
Pierdzioch, Christian
44
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Salisu, Afees A.
41
Lucey, Brian M.
40
Andersen, Torben
39
Demirer, Rıza
39
Wei, Yu
39
Balcilar, Mehmet
37
Liang, Chao
37
Ji, Qiang
36
Roubaud, David
36
Yoon, Seong-min
36
Chevallier, Julien
35
Hegerty, Scott W.
35
Todorov, Viktor
35
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
more ...
less ...
Published in...
All
Energy economics
10
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
Finance research letters
3
Journal of econometrics
3
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Annals of financial economics
1
Bulletin of economic research
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
The European journal of finance
1
The Korean economic review
1
The journal of futures markets
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
2
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:
3
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
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
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
6
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
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 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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->