//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"Crude oil market volatility"
~subject:"Oil price"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Crude oil market volatility
Oil price
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Welt
3
World
3
volatility forecasting
3
Ölpreis
3
Börsenkurs
2
Commodity derivative
2
GARCH-MIDAS
2
Rohstoffderivat
2
Share price
2
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
DCC-GARCH
1
Estimation
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
Multivariate Analyse
1
Multivariate analysis
1
OVX
1
Oil market
1
Schock
1
Schätzung
1
Shock
1
Stock market
1
Time series analysis
1
VIX
1
Zeitreihenanalyse
1
augmented HAR model
1
extreme shocks
1
global equity market
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ma, Feng
McAleer, Michael
Wei, Yu
2
Chen, Wang
1
Chen, Xiaodan
1
Cifarelli, Giulio
1
Coronado, Semei
1
Gupta, Rangan
1
Lang, Qiaoqi
1
Li, Xiafei
1
Liang, Chao
1
Liu, Guoshan
1
Nazlıoğlu, Şaban
1
Paladino, Giovanna
1
Rojas, Omar
1
Tang, Yusui
1
Wang, Lu
1
Yin, Libo
1
Zhang, Yaojie
1
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
Energy economics
15
Econometric Institute research papers
10
Working paper
6
International review of financial analysis
3
Economic modelling
2
Finance research letters
2
International review of economics & finance : IREF
2
Applied economics
1
Applied economics letters
1
Discussion paper / Tinbergen Institute
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-052/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->