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~subject:"Volatility"
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Volatility
Forecasting model
70
Prognoseverfahren
70
Volatilität
54
Capital income
49
Kapitaleinkommen
49
Oil price
47
Ölpreis
46
Theorie
45
Theory
45
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36
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36
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32
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28
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24
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Aktienmarkt
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Portfolio selection
21
Portfolio-Management
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Erdöl
18
Petroleum
18
Risiko
14
Risk
14
Anlageverhalten
13
Behavioural finance
13
Capital market returns
13
Kapitalmarktrendite
13
Time series analysis
13
Zeitreihenanalyse
13
Commodity derivative
12
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42
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53
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English
54
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Wang, Yudong
48
Wu, Chongfeng
21
Zhang, Yaojie
16
He, Mengxi
8
Liu, Li
8
Pan, Zhiyuan
7
Wen, Danyan
6
Wei, Yu
5
Yin, Libo
4
Zhang, Zhikai
4
Diao, Xundi
3
Li, Yang
3
Ma, Feng
3
Wang, Xunxiao
3
Xu, Weidong
3
Feng, Jiabao
2
Geng, Qianjie
2
Hao, Xianfeng
2
Li, Hongyi
2
Tong, Xinle
2
Wu, Xi
2
Xiao, Jihong
2
Zhou, Chunyang
2
Zhu, Qinwen
2
Bu, Ruijun
1
Feng, Yuqing
1
Gao, Shang
1
Huang, Dengshi
1
Huang, Juan
1
Li, Chenchen
1
Liang, Chao
1
Ma, Chaoqun
1
Tan, Siming
1
Tong, Bin
1
Wahab, M. I. M.
1
Wang, Gang-Jin
1
Wang, Qunwei
1
Xu, Weijun
1
Yang, Li
1
Yu, Honghai
1
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Energy economics
15
International journal of forecasting
5
Journal of forecasting
5
Finance research letters
3
Journal of empirical finance
3
Applied economics
2
International review of economics & finance : IREF
2
Computational economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of management science and engineering
1
Journal of risk
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
54
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1
Oil price shocks and stock market activities : evidence from oil-importing and oil-exporting countries
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Journal of comparative economics : the journal of the …
41
(
2013
)
4
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10010227914
Saved in:
2
Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong
;
Wu, Chongfeng
- In:
Computational economics
42
(
2013
)
4
,
pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
Saved in:
3
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
4
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
5
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
6
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:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
8
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
9
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
10
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
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