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~isPartOf:"Quantitative finance"
~person:"Ma, Feng"
~person:"Wang, Yudong"
~subject:"ARCH model"
~subject:"Volatilität"
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ARCH model
Volatilität
Forecasting model
2
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1
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1
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Ma, Feng
Wang, Yudong
Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Sornette, Didier
4
Bayer, Christian
3
Felpel, Mike
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Horvath, Blanka Nora
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Jacquier, Antoine
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Kienitz, Jörg
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Lillo, Fabrizio
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Hainaut, Donatien
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Izzeldin, Marwan
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Khashanah, Khaldoun
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Kim, Jeong-Hoon
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Quantitative finance
Energy economics
31
International review of financial analysis
11
Applied economics
9
International review of economics & finance : IREF
9
Journal of forecasting
9
Economic modelling
8
International journal of finance & economics : IJFE
8
International journal of forecasting
7
Finance research letters
6
Applied economics letters
4
Journal of empirical finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
The journal of futures markets
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of management science and engineering
2
Pacific-Basin finance journal
2
The European journal of finance
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Department of Economics working paper series
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Economics letters
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Financial innovation : FIN
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Journal of banking & finance
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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Research in international business and finance
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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 North American journal of economics and finance : a journal of financial economics studies
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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
2
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
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