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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Kapetanios, George"
~person:"Ma, Feng"
~subject:"Ölpreis"
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Forecasting model
Stock market
Ölpreis
Autocorrelation
2
Autokorrelation
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Börsenkurs
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Estimation
2
Prognoseverfahren
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Schätzung
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Forecast
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Markov chain
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Multivariate analysis
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Oil price
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Probability theory
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forecasting
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heterogeneous autoregressive model
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multivariate HAR
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oil futures market
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realized volatility
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time-varying transition probabilities
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volatility forecasting
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Kapetanios, George
Ma, Feng
Gupta, Rangan
4
McMillan, David G.
3
Bredin, Donal
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
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International journal of finance & economics : IJFE
Energy economics
7
International review of financial analysis
5
Applied economics
4
Finance research letters
4
Working paper
4
CAMA working paper series
3
Applied economics letters
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International journal of forecasting
2
Journal of empirical finance
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Bank of Italy Temi di Discussione (Working Paper)
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Staff working papers / Bank of England
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Temi di discussione / Banca d'Italia
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The journal of futures markets
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quantf research Working Paper Series: WP06/2014
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ECONIS (ZBW)
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
2
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
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