//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~type_genre:"Article in journal"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Börsenkurs
Volatility
112
Volatilität
112
Theorie
92
Theory
92
Forecasting model
80
Prognoseverfahren
80
ARCH model
79
Estimation
60
Schätzung
59
Share price
44
Capital income
42
Kapitaleinkommen
42
Time series analysis
41
Zeitreihenanalyse
41
Welt
40
World
40
Estimation theory
37
Schätztheorie
37
Stochastic process
32
Stochastischer Prozess
32
Oil price
30
Ölpreis
30
Portfolio selection
28
Portfolio-Management
28
Aktienmarkt
27
Stock market
27
Commodity derivative
24
Rohstoffderivat
24
USA
24
United States
24
Volatility forecasting
20
Risikomaß
19
Risk measure
19
Capital market returns
17
China
17
Kapitalmarktrendite
17
Risk management
17
Risikomanagement
16
more ...
less ...
Online availability
All
Undetermined
57
Free
12
Type of publication
All
Article
102
Type of publication (narrower categories)
All
Article in journal
Working Paper
167
Arbeitspapier
158
Graue Literatur
157
Non-commercial literature
157
Aufsatz in Zeitschrift
102
Aufsatz im Buch
3
Book section
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
McAleer, Michael
Zhang, Yaojie
Gupta, Rangan
141
Ma, Feng
83
McMillan, David G.
77
Narayan, Paresh Kumar
76
Wohar, Mark E.
61
Tiwari, Aviral Kumar
59
Zaremba, Adam
57
Hammoudeh, Shawkat
56
Ryu, Doojin
56
Caporale, Guglielmo Maria
53
Bouri, Elie
52
Madura, Jeff
50
Faff, Robert W.
47
Gil-Alaña, Luis A.
42
Nguyen, Duc Khuong
42
Xuan Vinh Vo
41
Chiang, Thomas C.
40
Zhang, Wei
40
Brooks, Robert
39
Hamori, Shigeyuki
39
Kang, Sang Hoon
39
Xiong, Xiong
39
Kumar, Dilip
38
Salisu, Afees A.
38
Apergēs, Nikolaos
37
Hsing, Yu
37
Mensi, Walid
37
Hassan, M. Kabir
36
Lucey, Brian M.
36
Pierdzioch, Christian
36
Wang, Yudong
36
Corbet, Shaen
35
Balcilar, Mehmet
34
Serletis, Apostolos
34
Choudhry, Taufiq
33
Demirer, Rıza
33
Lien, Da-hsiang Donald
33
Yoon, Seong-min
33
more ...
less ...
Published in...
All
Applied economics
9
Energy economics
9
Economic modelling
6
International journal of forecasting
5
Journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
5
Econometric reviews
4
Econometrics : open access journal
4
Finance research letters
4
Journal of econometrics
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Econometric theory
3
Emerging markets, finance and trade : EMFT
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
Bulletin of economic research
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Economies : open access journal
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The Korean economic review
1
The econometrics journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
102
Showing
1
-
10
of
102
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
3
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:
4
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:
5
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
6
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:
7
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:
8
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->