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~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Article in journal"
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ARCH-Modell
Schätzung
USA
Volatility
113
Volatilität
113
Theorie
92
Theory
92
Forecasting model
82
Prognoseverfahren
82
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79
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62
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45
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43
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41
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41
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40
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37
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McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
267
Bahmani-Oskooee, Mohsen
250
Cebula, Richard J.
185
Gil-Alaña, Luis A.
173
Wohar, Mark E.
134
Apergēs, Nikolaos
125
Caporale, Guglielmo Maria
119
Chang, Tsangyao
109
Tiwari, Aviral Kumar
109
Neumark, David
108
Serletis, Apostolos
105
Viscusi, W. Kip
102
Uri, Noel Dean
97
Payne, James E.
94
Poterba, James M.
94
Narayan, Paresh Kumar
93
Gruber, Jonathan
90
Hsing, Yu
90
Hammoudeh, Shawkat
84
Madura, Jeff
84
Glaeser, Edward L.
82
Lee, Chien-chiang
82
Heckman, James J.
81
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81
McMillan, David G.
81
Partridge, Mark D.
81
Ma, Feng
80
Kumbhakar, Subal
78
Sirmans, Clemon F.
76
Audretsch, David B.
75
Card, David E.
75
Burkhauser, Richard V.
74
Mishra, Ashok K.
74
Auerbach, Alan J.
73
Cutler, David M.
73
Pierdzioch, Christian
73
Belke, Ansgar
72
Goel, Rajeev K.
72
Mixon, Franklin G.
72
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Applied economics
13
Energy economics
12
Journal of risk and financial management : JRFM
8
International journal of forecasting
7
Journal of forecasting
7
Econometric reviews
6
Finance research letters
6
Journal of econometrics
6
Journal of economic surveys
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International review of economics & finance : IREF
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2
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1
International review of financial analysis
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Journal of applied econometrics
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Journal of empirical finance
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Journal of time series econometrics
1
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1
Pacific-Basin finance journal
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ECONIS (ZBW)
136
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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 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:
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