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~language:"bos"
~language:"eng"
~language:"por"
~person:"Ma, Feng"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
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Schätzung
Forecasting model
91
Prognoseverfahren
91
Volatility
87
Volatilität
87
ARCH model
60
ARCH-Modell
60
Börsenkurs
47
Share price
47
Oil price
43
Ölpreis
43
Capital income
40
Kapitaleinkommen
40
Aktienmarkt
39
Stock market
39
Volatility forecasting
36
Estimation
34
Welt
31
World
31
Commodity derivative
28
Rohstoffderivat
28
Forecast
18
Prognose
18
Realized volatility
16
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15
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Time series analysis
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Article in journal
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34
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Bosnian
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Ma, Feng
Gupta, Rangan
173
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
126
Chang, Tsangyao
97
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
80
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
64
Lee, Chien-chiang
63
Zaremba, Adam
62
Kumbhakar, Subal
56
Shahbaz, Muhammad
56
Su, Chi-Wei
53
Wagner, Joachim
52
Pierdzioch, Christian
51
Balcilar, Mehmet
49
Moosa, Imad A.
48
Serletis, Apostolos
48
Egger, Peter
47
Hsing, Yu
47
Herwartz, Helmut
45
McMillan, David G.
44
Xuan Vinh Vo
44
Holmes, Mark J.
41
Hammoudeh, Shawkat
40
Payne, James E.
40
McAleer, Michael
39
Tsionas, Efthymios G.
38
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
MacDonald, Ronald
36
Pradhan, Rudra Prakash
36
Schneider, Friedrich
36
Afonso, António
35
Brooks, Robert
35
Salisu, Afees A.
35
Bouri, Elie
34
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Energy economics
7
International review of financial analysis
5
Applied economics
4
Finance research letters
4
Applied economics letters
2
International journal of finance & economics : IJFE
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
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ECONIS (ZBW)
34
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao
;
Hong, Yanran
;
Luu Duc Toan Huynh
;
Ma, Feng
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872
Saved in:
3
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
4
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
5
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
6
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
7
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
8
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
9
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
10
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
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