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~subject:"Volatilität"
~person:"Li, Yan"
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Volatilität
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24
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24
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17
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17
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15
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Li, Yan
Gupta, Rangan
109
Ma, Feng
77
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57
Bollerslev, Tim
48
Pierdzioch, Christian
42
Diebold, Francis X.
36
Zhang, Yaojie
36
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34
Wang, Yudong
31
Liang, Chao
29
Wei, Yu
29
Caporin, Massimiliano
26
Christoffersen, Peter F.
26
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25
Salisu, Afees A.
25
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24
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24
Andersen, Torben
23
Asai, Manabu
22
Gallo, Giampiero M.
21
Medeiros, Marcelo C.
21
Wang, Jiqian
21
Degiannakis, Stavros
20
Engle, Robert F.
20
Patton, Andrew J.
18
Bonato, Matteo
17
Clark, Todd E.
17
Lu, Xinjie
17
Molnár, Peter
17
Demirer, Rıza
16
Dijk, Dick van
16
Ghysels, Eric
16
Liu, Jing
16
Nonejad, Nima
16
Kumar, Dilip
15
Wu, Xinyu
15
Chan, Joshua
14
Liu, Li
14
Marcellino, Massimiliano
14
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International review of financial analysis
4
Finance research letters
3
Journal of international financial markets, institutions & money
2
China finance review international
1
Economic modelling
1
Energy economics
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
The
forecast
ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
2
Which sentiment index is more informative to
forecast
stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
3
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
4
Can CBOE gold and silver implied volatility help to
forecast
gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Saved in:
5
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
6
Asset-pricing implications of dividend volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
Saved in:
7
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
8
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
Saved in:
9
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
10
Global financial stress index and long-term volatility
forecast
for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
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