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~isPartOf:"Economic modelling"
~person:"Ma, Feng"
~person:"Todorova, Neda"
~subject:"Volatilität"
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Volatilität
Volatility
11
Forecasting model
9
Prognoseverfahren
9
ARCH model
6
ARCH-Modell
6
Volatility forecasting
6
Börsenkurs
5
Share price
5
Aktienmarkt
3
Capital income
3
Commodity derivative
3
Kapitaleinkommen
3
Oil price
3
Rohstoffderivat
3
Stock market
3
Time series analysis
3
Zeitreihenanalyse
3
Ölpreis
3
Forecasting
2
Overnight volatility
2
Realised volatility
2
Realized range-based volatility
2
Australia
1
Australien
1
BRICS
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BRICS countries
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BRICS-Staaten
1
Bourse
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Börse
1
Causality analysis
1
China
1
Combinations forecasts
1
Combined models
1
Commodity futures volatility
1
Commodity markets
1
Convenience yield
1
Crude oil
1
Derivat
1
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11
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Ma, Feng
Todorova, Neda
Kumar, Dilip
4
Li, Bin
4
Zhang, Yaojie
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Cross, Jamie
3
Gupta, Rangan
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Su, Jen-je
3
Wang, Tianyi
3
Zhang, Wei
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Baruník, Jozef
2
Beckmann, Joscha
2
Brooks, Chris
2
Bucci, Andrea
2
Czudaj, Robert
2
Degiannakis, Stavros
2
Faff, Robert W.
2
Fang, Libing
2
Feng, Yun
2
Gatfaoui, Hayette
2
Girardin, Eric
2
Guesmi, Khaled
2
Han, Liyan
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Kiani, Khurshid M.
2
Li, Xiao
2
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Economic modelling
Energy economics
22
International review of financial analysis
9
Applied economics
8
International review of economics & finance : IREF
8
Finance research letters
6
International journal of finance & economics : IJFE
6
Applied economics letters
4
International journal of forecasting
4
Journal of forecasting
4
The journal of futures markets
3
Applied financial economics
2
China finance review international
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of international financial markets, institutions & money
2
The European journal of finance
2
Department of Economics working paper series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of management science and engineering
1
Managerial finance
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
Saved in:
2
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
3
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
4
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:
5
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:
6
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
7
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:
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 stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
52
(
2016
),
pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
Saved in:
10
The course of realized volatility in the LME non-ferrous metal market
Todorova, Neda
- In:
Economic modelling
51
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011475768
Saved in:
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