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~isPartOf:"Applied economics"
~person:"Härdle, Wolfgang"
~person:"Ma, Feng"
~subject:"Volatilität"
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Volatilität
Volatility
7
Forecasting model
6
Prognoseverfahren
6
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Börsenkurs
5
Share price
5
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5
Volatility forecasting
5
Estimation
4
Schätzung
4
Capital income
2
China
2
Economic policy
2
Kapitaleinkommen
2
Time series analysis
2
Wirtschaftspolitik
2
Zeitreihenanalyse
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economic policy uncertainty
2
realized volatility
2
Combination forecasts
1
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Härdle, Wolfgang
Ma, Feng
Zhang, Yaojie
6
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
García, Philip
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Nguyen, Duc Khuong
3
Roubaud, David
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Allen, David E.
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bollen, Bernard
2
Bouri, Elie
2
Cheffou, Abdoulkarim Idi
2
Chiu, Chien-liang
2
Clements, Kenneth W.
2
Coronado, Semei
2
Dempsey, Michael
2
Dowling, Michael
2
Elyasiani, Elyas
2
Fameliti, Stavroula P.
2
Fernandez-Perez, Adrian
2
Feuerriegel, Stefan
2
Fonseca, José da
2
Frijns, Bart
2
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Applied economics
SFB 649 discussion paper
22
Energy economics
19
Diskussionspapier
11
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
11
Discussion papers of interdisciplinary research project 373
10
International review of financial analysis
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
International review of economics & finance : IREF
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Journal of forecasting
5
Applied economics letters
4
Applied quantitative finance
3
Finance research letters
3
IRTG 1792 discussion paper
3
International journal of forecasting
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
China finance review international
2
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Journal of financial econometrics
2
Review of derivatives research
2
The European journal of finance
2
The journal of futures markets
2
Applied quantitative finance : theory and computational tools
1
CORE discussion paper : DP
1
Department of Economics working paper series
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and stochastics
1
Financial innovation : FIN
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
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ECONIS (ZBW)
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
3
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
4
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:
5
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
6
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:
7
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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