CircR-loop: a novel RNA:DNA interaction on genome instability von Su, Xinming, Feng, Yaojie, Chen, Ruixiu, Duan, Shiwei

Volltext

N-glycosylation facilitates the activation of a plant cell-surface receptor von Jia, Fangshuai, Xiao, Yu, Feng, Yaojie, Yan, Jinghui, Fan, Mingzhu, Sun, Yue, Huang, Shijia, Li, Weiguo, Zhao, Tian, Han, Zhifu, Hou, Shuguo, Chai, Jijie

Volltext

Geopolitical risk and oil volatility: A new insight von Liu, Jing, Ma, Feng, Tang, Yingkai, Zhang, Yaojie

Volltext

Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? von Zhang, Yaojie, Ma, Feng, Wang, Yudong

Volltext

Forecasting Realized Volatility: The Choice of Window Size von Feng, Yuqing, Zhang, Yaojie

Volltext

Forecasting global equity market volatilities von Zhang, Yaojie, Ma, Feng, Liao, Yin

Volltext

Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks von Ma, Feng, Liao, Yin, Zhang, Yaojie, Cao, Yang

Volltext

Forecasting the prices of crude oil: An iterated combination approach von Zhang, Yaojie, Ma, Feng, Shi, Benshan, Huang, Dengshi

Volltext

Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches von Zhang, Yaojie, Ma, Feng, Wei, Yu

Volltext

Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets von Chen, Yixiang, Ma, Feng, Zhang, Yaojie

Volltext

Out‐of‐sample volatility prediction: A new mixed‐frequency approach von Zhang, Yaojie, Ma, Feng, Wang, Tianyi, Liu, Li

Volltext

Intraday momentum and stock return predictability: Evidence from China von Zhang, Yaojie, Ma, Feng, Zhu, Bo

Volltext

Economic policy uncertainty and the Chinese stock market volatility: Novel evidence von Li, Tao, Ma, Feng, Zhang, Xuehua, Zhang, Yaojie

Volltext

Forecasting stock returns: Do less powerful predictors help? von Zhang, Yaojie, Zeng, Qing, Ma, Feng, Shi, Benshan

Volltext

Forecasting US stock market volatility: How to use international volatility information von Zhang, Yaojie, Wang, Yudong, Ma, Feng

Volltext

Forecasting the oil futures price volatility: Large jumps and small jumps von Liu, Jing, Ma, Feng, Yang, Ke, Zhang, Yaojie

Volltext

Forecasting oil futures price volatility: New evidence from realized range-based volatility von Ma, Feng, Zhang, Yaojie, Huang, Dengshi, Lai, Xiaodong

Volltext

Forecasting the Chinese stock volatility across global stock markets von Liu, Jing, Ma, Feng, Zhang, Yaojie

Volltext

Out‐of‐sample volatility prediction: Rolling window, expanding window, or both? von Feng, Yuqing, Zhang, Yaojie, Wang, Yudong

Volltext

Economic policy uncertainty and the Chinese stock market volatility: new evidence von Li, Yu, Ma, Feng, Zhang, Yaojie, Xiao, Zuoping

Volltext