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person:"Bahmani-Oskooee, Mohsen"
~person:"Ma, Feng"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Zeitreihenanalyse
Volatility
163
Volatilität
163
Forecasting model
77
Prognoseverfahren
77
Exchange rate
73
Wechselkurs
73
ARCH model
70
ARCH-Modell
70
Estimation
58
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58
USA
43
United States
43
Oil price
40
Ölpreis
40
Börsenkurs
39
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39
Volatility forecasting
36
Aktienmarkt
35
Stock market
35
Welt
33
World
33
Commodity derivative
29
Rohstoffderivat
29
Capital income
28
Kapitaleinkommen
28
Exchange rate volatility
21
International economy
19
Internationale Wirtschaft
19
Realized volatility
18
China
17
International economic relations
16
Internationale Wirtschaftsbeziehungen
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Risiko
15
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Erdöl
14
Petroleum
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Bahmani-Oskooee, Mohsen
Ma, Feng
McAleer, Michael
53
Caporale, Guglielmo Maria
45
Koopman, Siem Jan
40
Lux, Thomas
36
Gil-Alaña, Luis A.
33
Bollerslev, Tim
30
Gupta, Rangan
29
Härdle, Wolfgang
29
Andersen, Torben
24
Lucas, André
23
Tauchen, George Eugene
20
Todorov, Viktor
20
Chan, Joshua
19
Dijk, Dick van
18
Sibbertsen, Philipp
18
Asai, Manabu
17
Chang, Chia-Lin
17
Hafner, Christian M.
17
Rodriguez, Gabriel
17
Hallin, Marc
16
Kim, Donggyu
16
Hansen, Peter Reinhard
15
Hautsch, Nikolaus
15
Li, Jia
15
Taylor, Robert
15
Teräsvirta, Timo
15
Caporin, Massimiliano
14
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Bauwens, Luc
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
Meddahi, Nour
12
Patton, Andrew J.
12
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Energy economics
3
Applied economics
2
Applied economics letters
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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1
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
2
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
3
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
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
6
Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng
;
Li, Yu
;
Liu, Li
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
Saved in:
7
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:
8
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
9
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:
10
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
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