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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"International tourism"
~type_genre:"Article in journal"
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ARCH-Modell
Forecasting model
International tourism
Volatility
113
Volatilität
113
Theorie
92
Theory
92
Prognoseverfahren
82
ARCH model
79
Estimation
62
Schätzung
61
Börsenkurs
45
Share price
45
Capital income
43
Kapitaleinkommen
43
Time series analysis
41
Zeitreihenanalyse
41
Welt
40
World
40
Estimation theory
37
Schätztheorie
37
Stochastic process
32
Stochastischer Prozess
32
Oil price
30
Ölpreis
30
Aktienmarkt
28
Portfolio selection
28
Portfolio-Management
28
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28
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24
Rohstoffderivat
24
USA
24
United States
24
Volatility forecasting
20
Risikomaß
19
Risk measure
19
Capital market returns
18
China
18
Kapitalmarktrendite
18
Risk
17
Risk management
17
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Article
132
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204
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132
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5
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5
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1
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English
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McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
206
Ma, Feng
95
Pierdzioch, Christian
84
McMillan, David G.
73
Clements, Michael P.
70
Franses, Philip Hans
69
Wang, Yudong
63
Baghestani, Hamid
58
Fildes, Robert
57
Timmermann, Allan
54
Marcellino, Massimiliano
51
Wohar, Mark E.
51
Bouri, Elie
50
Song, Haiyan
49
Narayan, Paresh Kumar
48
Stekler, Herman O.
46
Wang, Shouyang
44
Balcilar, Mehmet
42
Petropoulos, Fotios
42
Salisu, Afees A.
41
Goodwin, Paul
40
Nikolopoulos, Konstantinos
39
Ruelke, Jan-Christoph
38
Zaremba, Adam
38
Hendry, David F.
36
Swanson, Norman R.
36
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Tiwari, Aviral Kumar
35
Degiannakis, Stavros
34
Wei, Yu
34
Bratu, Mihaela
33
Kapetanios, George
33
Hammoudeh, Shawkat
32
Kumar, Dilip
32
Demirer, Rıza
31
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Energy economics
11
Journal of forecasting
10
Applied economics
8
Economic modelling
8
International journal of forecasting
8
Journal of economic surveys
7
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
International review of economics & finance : IREF
5
Econometric reviews
4
Econometrics : open access journal
4
Journal of econometrics
4
Tourism economics : the business and finance of tourism and recreation
4
Econometric theory
3
Journal of risk and financial management : JRFM
3
Tourism management : research, policies, practice
3
Economics letters
2
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative finance
2
Risks : open access journal
2
The journal of futures markets
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Bulletin of economic research
1
Computational economics
1
Economia : revista da ANPEC
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 journal of hospitality management
1
Journal of applied econometrics
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of time series econometrics
1
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ECONIS (ZBW)
132
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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
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
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:
6
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:
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 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:
9
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:
10
Forecasting crude oil prices : a reduced-rank approach
Song, Yixuan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 698-711
Persistent link: https://www.econbiz.de/10014474661
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