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~language:"eng"
~person:"Liang, Chao"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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ARCH-Modell
Volatility
110
Volatilität
110
Theorie
88
Theory
88
ARCH model
72
Forecasting model
65
Prognoseverfahren
65
Estimation
51
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50
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42
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42
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37
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Liang, Chao
McAleer, Michael
Ma, Feng
65
Gupta, Rangan
45
Bouri, Elie
35
Zhang, Yaojie
33
Kumar, Dilip
31
McMillan, David G.
28
Serletis, Apostolos
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24
Hammoudeh, Shawkat
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Tiwari, Aviral Kumar
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Francq, Christian
23
Hamori, Shigeyuki
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Nguyen, Duc Khuong
21
Wu, Xinyu
20
Zakoïan, Jean-Michel
20
Caporin, Massimiliano
19
Floros, Christos
19
Teräsvirta, Timo
19
Chiang, Thomas C.
18
Guesmi, Khaled
18
Lucey, Brian M.
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Engle, Robert F.
17
Karanasos, Menelaos
17
Laurent, Sébastien
17
Malik, Farooq
17
Bauwens, Luc
16
Hsing, Yu
16
Huang, Zhuo
16
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Energy economics
7
Econometrics : open access journal
4
International review of economics & finance : IREF
4
Journal of economic surveys
4
Applied economics
3
Econometric reviews
3
Econometric theory
3
Finance research letters
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of forecasting
3
Journal of risk and financial management : JRFM
3
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3
International review of financial analysis
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Journal of economic behavior & organization
1
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1
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1
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ECONIS (ZBW)
72
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1
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
2
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:
3
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
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
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:
6
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:
7
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
Saved in:
8
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
9
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
10
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
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