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~subject:"Volatility forecasting"
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Predicting the volatility of C...
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Volatility forecasting
China
62
Forecasting model
61
Prognoseverfahren
61
Volatility
60
Volatilität
60
Theorie
41
Theory
41
Welt
35
World
35
ARCH model
31
ARCH-Modell
31
Börsenkurs
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31
Aktienmarkt
27
Stock market
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Oil price
24
Ölpreis
24
Risiko
22
Risk
22
Estimation
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Schätzung
21
Capital income
17
Kapitaleinkommen
17
Consumer behaviour
15
Coronavirus
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Erdöl
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Konsumentenverhalten
15
Petroleum
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Financial crisis
14
Finanzkrise
14
Forecast
14
Prognose
14
Emotion
13
GARCH-MIDAS
13
Oil market
13
Ölmarkt
13
Aktienindex
11
Commodity derivative
11
Rohstoffderivat
11
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Liang, Chao
12
Wang, Lu
10
Ma, Feng
5
Li, Yan
4
Luu Duc Toan Huynh
2
Zhang, Li
2
Damette, Olivier
1
Duy Duong
1
Gao, Xinxin
1
Guo, Xiaozhu
1
Hao, Jianyang
1
He, Mengxi
1
Hong, Yanran
1
Huang, Dengshi
1
Lai, Xiaodong
1
Li, Xiafei
1
Liu, Jing
1
Lu, Xinjie
1
Luo, Lian
1
Ma, Weichun
1
Peng, Lijuan
1
Ren, Ruiyi
1
Shen, Lihua
1
Su, Yuquan
1
Thong Trung Nguyen
1
Toan Luu Duc Huynh
1
Wang, Jiqian
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Wang, Xing
1
Wang, Yudong
1
Wei, Yu
1
Wu, Rui
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Xia, Zhenglan
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International review of economics & finance : IREF
4
International review of financial analysis
3
Finance research letters
2
International journal of forecasting
2
Journal of economic behavior & organization
2
China finance review international
1
Energy economics
1
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance
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ECONIS (ZBW)
17
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1
Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM
Wang, Lu
;
Wang, Xing
;
Liang, Chao
- In:
The quarterly review of economics and finance
98
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015188637
Saved in:
2
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
3
Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies
Zhang, Li
;
Liang, Chao
;
Luu Duc Toan Huynh
;
Wang, Lu
; …
- In:
Journal of economic behavior & organization
223
(
2024
),
pp. 168-184
Persistent link: https://www.econbiz.de/10014553330
Saved in:
4
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
5
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
6
Air quality index and the Chinese stock market volatility : evidence from both market and sector indices
Shen, Lihua
;
Lu, Xinjie
;
Toan Luu Duc Huynh
;
Liang, Chao
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 224-239
Persistent link: https://www.econbiz.de/10014343120
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7
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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8
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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9
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:
10
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
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