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~subject:"Forecasting model"
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Forecasting model
Volatility
24
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21
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19
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19
Welt
16
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16
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Börsenkurs
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Consumer behaviour
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5
Experiment
5
Information dissemination
5
Informationsverbreitung
5
Jumps
5
Konsumentenverhalten
5
Lieferantenmanagement
5
Monte Carlo simulation
5
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5
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5
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English
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Liao, Yin
18
Ma, Feng
6
Jiao, Lei
3
Zhou, Qing
3
Anderson, Heather M.
2
Clements, Adam
2
Faff, Robert W.
2
Vahid, Farshid
2
Zhang, Yaojie
2
Bouri, Elie
1
Cao, Yang
1
Chiang, I-Hsuan Ethan
1
Clements, Ada
1
Li, Xiafei
1
Liang, Chao
1
Liao, Ying
1
Lin, Yu
1
Lu, Fei
1
Lu, Xinjie
1
Xu, Jiali
1
Yan, Yan
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Zhou, Clara
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Energy economics
2
International journal of forecasting
2
Journal of empirical finance
2
NCER working paper series
2
CAMA working paper series
1
Centre for Applied Macroeconomic Analysis Working Paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Does modeling jumps help? : a comparision of realized volatility models for risk prediction
Liao, Yin
-
2012
Persistent link: https://www.econbiz.de/10009562424
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2
The benefit of modeling jumps in realized volatility for risk prediction : evidence from Chinese mainland stocks
Liao, Yin
- In:
Pacific-Basin finance journal
23
(
2013
),
pp. 25-48
Persistent link: https://www.econbiz.de/10009737829
Saved in:
3
Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008661656
Saved in:
4
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
5
The role of index jumps and cojumps in forecasting stock index volatility : evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
6
Predicting carbon market risk using information from macroeconomic fundamentals
Jiao, Lei
;
Liao, Yin
;
Zhou, Qing
- In:
Energy economics
73
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011972585
Saved in:
7
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada
;
Liao, Yin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Saved in:
8
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
9
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
10
Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008657960
Saved in:
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