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subject:"ARCH-Modell"
~person:"Ma, Feng"
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ARCH-Modell
Commodity derivative
29
Rohstoffderivat
29
Volatility
29
Volatilität
29
ARCH model
26
Forecasting model
26
Oil price
26
Prognoseverfahren
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Ölpreis
26
Volatility forecasting
14
Erdöl
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Estimation
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Petroleum
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Schätzung
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Welt
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World
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Capital income
6
Kapitaleinkommen
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Aktienmarkt
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Börsenkurs
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Forecast
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Realized volatility
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Share price
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Stock market
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Time series analysis
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Commodity exchange
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Crude oil futures
3
Forecasting evaluation
3
HAR-RV-type models
3
Markov chain
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Markov-Kette
3
Oil futures price
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Oil market
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Portfolio selection
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Ma, Feng
McAleer, Michael
32
Chang, Chia-Lin
25
Manera, Matteo
13
Tansuchat, Roengchai
10
Nicolini, Marcella
9
Roengchai Tansuchat
9
Wei, Yu
9
Zhang, Yaojie
8
Chevallier, Julien
6
Hammoudeh, Shawkat
6
Liu, Jing
6
Lu, Xinjie
6
Nguyen, Duc Khuong
6
Zagaglia, Paolo
6
Ji, Qiang
5
Vignati, Ilaria
5
Bouri, Elie
4
Chen, Wang
4
Gong, Xu
4
Huang, Dengshi
4
Karali, Berna
4
Khalaf, Lynda
4
Lanza, Alessandro
4
Luo, Jiawen
4
Niu, Zibo
4
Todorova, Neda
4
Wang, Yudong
4
Zhang, Hongwei
4
Zhang, Yue-jun
4
Algieri, Bernardina
3
Billio, Monica
3
Casarin, Roberto
3
Charupat, Narat
3
Deaves, Richard
3
Gao, Wang
3
Go, You-How
3
Jumah, Adusei
3
Kunst, Robert M.
3
Lahiani, Amine
3
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Energy economics
10
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Applied economics
1
Applied economics letters
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Quantitative finance
1
The journal of futures markets
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ECONIS (ZBW)
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1
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
2
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
3
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
4
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
5
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
6
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
7
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
8
Forecasting oil futures price volatility : new evidence from realized range-based volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
9
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:
10
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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