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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"USA"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
USA
Volatility
113
Volatilität
113
Theorie
92
Theory
92
Forecasting model
82
Prognoseverfahren
82
ARCH model
79
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62
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61
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43
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McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
228
Cebula, Richard J.
175
Bahmani-Oskooee, Mohsen
132
Wohar, Mark E.
119
Neumark, David
104
Gil-Alaña, Luis A.
101
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100
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
96
Zaremba, Adam
94
Gruber, Jonathan
87
Ma, Feng
84
Madura, Jeff
83
Narayan, Paresh Kumar
81
Apergēs, Nikolaos
80
Caporale, Guglielmo Maria
79
Partridge, Mark D.
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Serletis, Apostolos
76
Bouri, Elie
74
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74
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73
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72
Hammoudeh, Shawkat
71
Payne, James E.
71
Cutler, David M.
70
Feldstein, Martin S.
70
Sirmans, Clemon F.
70
Fabozzi, Frank J.
69
Jorgenson, Dale Weldeau
69
Mishra, Ashok K.
69
Card, David E.
68
Tiwari, Aviral Kumar
68
Faff, Robert W.
67
Mixon, Franklin G.
67
Hassan, M. Kabir
66
Audretsch, David B.
65
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Energy economics
11
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7
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7
Econometric reviews
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6
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International review of financial analysis
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Managerial finance
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Pacific-Basin finance journal
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Research in international business and finance
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ECONIS (ZBW)
124
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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
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:
5
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:
6
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:
7
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:
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
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