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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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ARCH model
4
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4
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4
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Oil price
3
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3
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Caporale, Guglielmo Maria
Ma, Feng
Liang, Chao
3
Wei, Yu
3
Drakos, Anastassios A.
2
Kouretas, Georgios P.
2
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International journal of finance & economics : IJFE
Energy economics
15
Economics and finance working paper series
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International review of economics & finance : IREF
6
International review of financial analysis
6
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Pacific-Basin finance journal
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Reihe Ökonomie
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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The journal of futures markets
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Working paper series / European Central Bank
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ECONIS (ZBW)
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1
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
2
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
3
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
4
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
Saved in:
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