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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Ma, Feng"
~subject:"Volatility forecasting"
~type_genre:"Article in journal"
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Volatility forecasting
Forecasting model
8
Prognoseverfahren
8
Volatility
6
Volatilität
6
Börsenkurs
5
Share price
5
Aktienmarkt
4
Oil price
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Stock market
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ARCH-Modell
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Theorie
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Capital income
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Commodity derivative
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Realized range-based volatility
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BRICS countries
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BRICS-Staaten
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Behavioural finance
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Causality analysis
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Chinese stock market
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Combination forecasts
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Combinations forecasts
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Combined models
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Commodity futures volatility
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Complementary information
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Crude oil
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Dynamic model averaging
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Article in journal
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English
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Ma, Feng
Liu, Jing
3
Todorova, Neda
2
Wahab, M. I. M.
2
Zhang, Yaojie
2
Chen, Wang
1
Huang, Dengshi
1
Huang, Wei-ping
1
Huang, Zhuo
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Lehrer, Steven F.
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Li, Tao
1
Li, Yong
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Liang, Fang
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Souček, Michael
1
Wang, Tianyi
1
Wang, Yajing
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Wei, Yu
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Xie, Tian
1
Zhang, Jie
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Zhang, Xinyu
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Economic modelling
Energy economics
11
Applied economics
5
International review of economics & finance : IREF
4
International review of financial analysis
3
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of management science and engineering
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
2
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
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
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:
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