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~accessRights:"restricted"
~person:"Liang, Chao"
~person:"Ma, Feng"
~subject:"Realized volatility"
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Search: subject_exact:"Volatilität"
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Realized volatility
Volatility
103
Volatilität
103
Forecasting model
90
Prognoseverfahren
90
ARCH model
69
ARCH-Modell
69
Aktienmarkt
43
Stock market
43
Oil price
41
Ölpreis
41
Volatility forecasting
39
Börsenkurs
38
Share price
38
Capital income
30
Commodity derivative
30
Kapitaleinkommen
30
Rohstoffderivat
30
Welt
30
World
30
Estimation
27
Schätzung
27
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17
Prognose
17
China
15
Erdöl
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Time series analysis
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USA
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Liang, Chao
Ma, Feng
Gupta, Rangan
11
Pierdzioch, Christian
9
Degiannakis, Stavros
8
Lyócsa, Štefan
7
Gillas, Konstantinos Gkillas
6
Nonejad, Nima
6
Filis, George
5
Molnár, Peter
5
Wei, Yu
5
Zhang, Yaojie
5
Li, Yan
4
Todorova, Neda
4
Audrino, Francesco
3
Gallo, Giampiero M.
3
Liao, Yin
3
Patton, Andrew J.
3
Wohar, Mark E.
3
Ballinari, Daniele
2
Bollerslev, Tim
2
Bonato, Matteo
2
Bormetti, Giacomo
2
Bouri, Elie
2
Buncic, Daniel
2
Chatziantoniou, Ioannis
2
Cheffou, Abdoulkarim Idi
2
Chen, Langnan
2
Cho, Dooyeon
2
Christoffersen, Peter F.
2
Ciarreta, Aitor
2
Cipollini, Fabrizio
2
Corsi, Fulvio
2
Demirer, Rıza
2
Ergemen, Yunus Emre
2
Gerlach, Richard
2
Gisler, Katja Ida Maria
2
Gong, Xu
2
Gribisch, Bastian
2
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2
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Energy economics
3
Applied economics letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
China finance review international
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
3
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
4
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
5
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
6
United States Oil Fund volatility prediction : the roles of leverage effect and jumps
Liang, Chao
;
Liao, Yin
;
Ma, Feng
;
Zhu, Bo
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2239-2262
Persistent link: https://www.econbiz.de/10013197292
Saved in:
7
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
8
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
9
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
10
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
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