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~language:"eng"
~person:"McAleer, Michael"
~person:"Wei, Yu"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Research Report"
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Volatilität
Volatility
112
Theorie
95
Theory
95
ARCH model
75
ARCH-Modell
75
Estimation
57
Schätzung
56
Forecasting model
55
Prognoseverfahren
55
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46
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McAleer, Michael
Wei, Yu
Gupta, Rangan
154
Bouri, Elie
88
Ma, Feng
87
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
58
Bollerslev, Tim
55
Kang, Sang Hoon
53
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Andersen, Torben
45
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
44
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
41
Zhang, Yaojie
40
Demirer, Rıza
38
Corbet, Shaen
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Salisu, Afees A.
36
Yoon, Seong-min
36
Chevallier, Julien
35
Lucey, Brian M.
34
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Liang, Chao
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Asai, Manabu
31
Gil-Alaña, Luis A.
31
Hamori, Shigeyuki
31
Serletis, Apostolos
31
Zhang, Jin E.
31
Ryu, Doojin
30
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Econometric reviews
13
Energy economics
13
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
International review of economics & finance : IREF
6
Journal of risk and financial management : JRFM
5
Applied economics
4
International journal of finance & economics : IJFE
4
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2
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2
Tourism economics : the business and finance of tourism and recreation
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1
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1
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Handbook of applied econometrics and statistical inference
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Journal of commodity markets
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Journal of empirical finance
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1
Journal of international financial markets, institutions & money
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Quantifying consumer preferences
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
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ECONIS (ZBW)
112
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1
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112
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1
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
2
Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei
;
Wei, Yu
;
Li, Xiafei
;
Liu, Yuntong
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
Saved in:
3
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
4
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:
5
Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu
;
Wang, Zhuo
;
Li, Dongxin
;
Chen, Xiaodan
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459840
Saved in:
6
Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue
;
Wei, Yu
;
Chen, Yongfei
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
Saved in:
7
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
8
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
9
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
10
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
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