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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
~person:"Zhang, Yaojie"
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Volatilität
Forecasting model
54
Prognoseverfahren
54
Volatility
38
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30
ARCH-Modell
30
Capital income
23
Kapitaleinkommen
23
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volatility forecasting
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Article in journal
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38
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Zhang, Yaojie
Gupta, Rangan
151
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
52
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Andersen, Torben
39
Demirer, Rıza
38
Wei, Yu
37
Corbet, Shaen
36
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Roubaud, David
33
Brooks, Robert
32
Liang, Chao
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Tauchen, George Eugene
30
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Applied economics
6
Energy economics
6
Economic modelling
4
International journal of forecasting
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of finance & economics : IJFE
2
Research in international business and finance
2
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of empirical finance
1
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ECONIS (ZBW)
38
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1
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:
2
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:
3
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:
4
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
Saved in:
5
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:
6
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:
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
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:
9
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:
10
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
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