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Schätzung
Forecasting model
70
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70
Volatility
55
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54
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49
Kapitaleinkommen
49
Oil price
47
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36
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Wang, Yudong
28
Wu, Chongfeng
13
Pan, Zhiyuan
8
Liu, Li
7
Zhang, Yaojie
6
Ma, Feng
4
Wang, Xunxiao
3
Diao, Xundi
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Lingjie, Meng
2
Liu, Donghui
2
Qin, Xiao
2
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2
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2
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1
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1
Rui, Oliver Meng
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Energy economics
9
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5
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of empirical finance
2
Journal of forecasting
2
Applied economics letters
1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of Asian economics
1
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ECONIS (ZBW)
34
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1
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
2
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
3
A nonparametric approach to test for predictability
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Economics letters
148
(
2016
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011619752
Saved in:
4
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
5
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
6
Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
Saved in:
7
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
8
What drives regional differences in the stock market wealth effect in China?
Wu, Wenfeng
;
Wu, Chongfeng
;
Rui, Oliver Meng
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10009656285
Saved in:
9
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
10
Modeling asymmetric and dynamic dependence of overnight and daytime returns : an empirical evidence from China banking sector
Tong, Bin
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economic modelling
51
(
2015
),
pp. 366-382
Persistent link: https://www.econbiz.de/10011476058
Saved in:
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