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~language:"eng"
~person:"Liang, Chao"
~person:"McAleer, Michael"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
Theorie
120
Theory
120
Volatility
110
Volatilität
110
Forecasting model
82
Prognoseverfahren
82
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70
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66
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Liang, Chao
McAleer, Michael
Zhou, Guofu
Gupta, Rangan
142
Zaremba, Adam
94
McMillan, David G.
90
Ma, Feng
83
Narayan, Paresh Kumar
65
Wohar, Mark E.
64
Bouri, Elie
63
Tiwari, Aviral Kumar
54
Wang, Yudong
51
Faff, Robert W.
50
Bali, Turan G.
48
Hammoudeh, Shawkat
48
Nguyen, Duc Khuong
46
Zhang, Yaojie
45
Cakici, Nusret
43
Brooks, Robert
42
Caporale, Guglielmo Maria
42
Demirer, Rıza
41
Xuan Vinh Vo
40
Sehgal, Sanjay
39
Chiang, Thomas C.
37
Kumar, Dilip
37
Fletcher, Jonathan
36
Fabozzi, Frank J.
35
Kang, Sang Hoon
35
Pierdzioch, Christian
35
Zhang, Wei
35
Balcilar, Mehmet
34
Gil-Alaña, Luis A.
32
Titman, Sheridan
32
Bollerslev, Tim
31
Brooks, Chris
31
Yoon, Seong-min
31
Apergēs, Nikolaos
30
Lucey, Brian M.
30
Shahzad, Syed Jawad Hussain
30
Yin, Libo
30
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Energy economics
8
Journal of financial economics
6
Finance research letters
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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4
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4
International journal of finance & economics : IJFE
4
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4
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3
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3
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2
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2
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2
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ECONIS (ZBW)
121
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1
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
2
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
3
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
5
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:
6
Employee sentiment and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014285101
Saved in:
7
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
Saved in:
8
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
9
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
10
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
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