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~language:"eng"
~person:"Wang, Yudong"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatility
Forecasting model
58
Prognoseverfahren
58
Volatilität
44
Oil price
41
Ölpreis
41
Capital income
35
Estimation
30
Schätzung
30
Theorie
27
Theory
27
Welt
26
World
26
ARCH model
24
ARCH-Modell
24
Forecast
21
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21
Börsenkurs
19
Share price
19
Oil market
17
Ölmarkt
17
Erdöl
15
Petroleum
15
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14
Stock market
14
Regression analysis
13
Time series analysis
13
Zeitreihenanalyse
13
China
12
Regressionsanalyse
12
Commodity derivative
11
Portfolio selection
11
Portfolio-Management
11
Rohstoffderivat
11
Capital market returns
8
Kapitalmarktrendite
8
Predictive regression
8
Volatility forecasting
8
Risiko
7
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Article
59
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Article in journal
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59
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
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English
Author
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Wang, Yudong
Gupta, Rangan
211
Bouri, Elie
103
Ma, Feng
100
Zaremba, Adam
100
McMillan, David G.
98
Wohar, Mark E.
89
Tiwari, Aviral Kumar
82
Hammoudeh, Shawkat
79
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
62
Faff, Robert W.
60
Kang, Sang Hoon
59
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
58
Demirer, Rıza
57
Brooks, Robert
55
Bali, Turan G.
53
Bollerslev, Tim
53
Mensi, Walid
52
Zhang, Yaojie
52
Salisu, Afees A.
50
Nguyen, Duc Khuong
49
Kumar, Dilip
48
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Apergēs, Nikolaos
46
Ryu, Doojin
46
Gil-Alaña, Luis A.
45
Lucey, Brian M.
45
Zhang, Wei
45
Cakici, Nusret
44
Sehgal, Sanjay
44
Shahzad, Syed Jawad Hussain
44
Yin, Libo
43
Andersen, Torben
42
Yoon, Seong-min
42
Chiang, Thomas C.
41
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Energy economics
15
Journal of forecasting
7
Journal of empirical finance
6
Economic modelling
4
International journal of forecasting
4
Applied economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of financial markets
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
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ECONIS (ZBW)
59
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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
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
3
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
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