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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"USA"
~type_genre:"Article in journal"
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ARCH-Modell
Forecasting model
USA
Volatility
113
Volatilität
113
Theorie
92
Theory
92
Prognoseverfahren
82
ARCH model
79
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62
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61
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45
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43
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McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
266
Cebula, Richard J.
176
Bahmani-Oskooee, Mohsen
132
Wohar, Mark E.
108
Neumark, David
104
Viscusi, W. Kip
99
Uri, Noel Dean
97
Ma, Feng
96
Pierdzioch, Christian
96
Poterba, James M.
95
Franses, Philip Hans
87
Gruber, Jonathan
87
Gil-Alaña, Luis A.
86
McMillan, David G.
84
Baghestani, Hamid
80
Madura, Jeff
80
Partridge, Mark D.
80
Glaeser, Edward L.
78
Clements, Michael P.
77
Krueger, Alan B.
77
Serletis, Apostolos
77
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
72
Apergēs, Nikolaos
70
Cutler, David M.
70
Feldstein, Martin S.
70
Payne, James E.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Mixon, Franklin G.
68
Mishra, Ashok K.
67
Timmermann, Allan
67
Audretsch, David B.
65
Slemrod, Joel
65
Bouri, Elie
64
Wang, Yudong
64
Goodwin, Barry K.
63
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Energy economics
12
Journal of forecasting
10
Applied economics
9
Economic modelling
8
International journal of forecasting
8
Journal of economic surveys
8
International review of economics & finance : IREF
7
Econometric reviews
6
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2
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1
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1
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ECONIS (ZBW)
144
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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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