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~person:"Bauwens, Luc"
~person:"Haas, Markus"
~person:"Liang, Chao"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Commodity derivative
ARCH model
102
ARCH-Modell
102
Volatility
65
Volatilität
65
Theorie
45
Theory
45
Capital income
30
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30
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Bauwens, Luc
Haas, Markus
Liang, Chao
McAleer, Michael
52
Ma, Feng
49
Gupta, Rangan
31
Chang, Chia-Lin
27
Zhang, Yaojie
23
Bouri, Elie
21
Molnár, Peter
15
Wei, Yu
15
Manera, Matteo
14
Wang, Yudong
13
Chiang, Thomas C.
12
Hammoudeh, Shawkat
12
Nguyen, Duc Khuong
12
Tiwari, Aviral Kumar
12
Brooks, Robert
11
Engle, Robert F.
11
Lu, Xinjie
11
Wang, Jiqian
11
Yoon, Seong-min
11
Kang, Sang Hoon
10
Mittnik, Stefan
10
Tansuchat, Roengchai
10
Liu, Jing
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Silvennoinen, Annastiina
9
Corbet, Shaen
8
Demirer, Rıza
8
Filis, George
8
Hafner, Christian M.
8
Koopman, Siem Jan
8
Kumar, Dilip
8
Li, Yan
8
Lucey, Brian M.
8
Maheswaran, S.
8
Paolella, Marc S.
8
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2
International journal of forecasting
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ECONIS (ZBW)
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1
Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
;
Otranto, Edoardo
-
2023
Persistent link: https://www.econbiz.de/10014322169
Saved in:
2
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
3
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
6
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
7
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
8
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
9
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
10
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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