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subject:"ARCH model"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~person:"Ma, Feng"
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ARCH model
Volatility
Estimation
7
Forecasting model
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Prognoseverfahren
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Share price
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Aktienmarkt
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GARCH-MIDAS model
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Ma, Feng
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Xuan Vinh Vo
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Applied economics letters
International review of financial analysis
Energy economics
6
Applied economics
4
Finance research letters
2
International journal of finance & economics : IJFE
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
4
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
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