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~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
39
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39
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31
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31
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23
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23
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Haas, Markus
Liang, Chao
McAleer, Michael
52
Ma, Feng
46
Chang, Chia-Lin
27
Gupta, Rangan
27
Zhang, Yaojie
20
Bouri, Elie
18
Molnár, Peter
15
Wei, Yu
15
Manera, Matteo
14
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12
Hammoudeh, Shawkat
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Nguyen, Duc Khuong
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Tiwari, Aviral Kumar
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Bauwens, Luc
11
Brooks, Robert
11
Engle, Robert F.
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Lu, Xinjie
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Wang, Jiqian
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Wang, Yudong
11
Yoon, Seong-min
11
Kang, Sang Hoon
10
Mittnik, Stefan
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Tansuchat, Roengchai
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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
Maheswaran, S.
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Paolella, Marc S.
8
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International journal of finance & economics : IJFE
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
9
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
10
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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