//--> //--> //--> //-->
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
~language:"eng"
~person:"Andersen, Torben"
~person:"Chiarella, Carl"
~person:"Ma, Feng"
~subject:"Australia"
~subject:"Volatility"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Australia
Volatility
Volatilität
141
Forecasting model
105
Prognoseverfahren
105
Theorie
84
Theory
84
Börsenkurs
63
Share price
63
ARCH model
62
ARCH-Modell
62
Capital income
59
Kapitaleinkommen
59
Estimation
57
Schätzung
57
Aktienmarkt
44
Oil price
44
Stock market
44
Ölpreis
44
Volatility forecasting
40
Welt
36
World
36
Commodity derivative
32
Rohstoffderivat
32
USA
29
United States
29
Time series analysis
27
Zeitreihenanalyse
27
Stochastic process
21
Stochastischer Prozess
21
Forecast
19
Option pricing theory
19
Optionspreistheorie
19
Prognose
19
Risiko
19
Risk
19
CAPM
18
Portfolio selection
17
Portfolio-Management
17
Realized volatility
16
Yield curve
15
more ...
less ...
Online availability
All
Undetermined
97
Free
3
Type of publication
All
Article
147
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
147
Arbeitspapier
80
Working Paper
80
Graue Literatur
73
Non-commercial literature
73
Aufsatz im Buch
11
Book section
11
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Andersen, Torben
Chiarella, Carl
Ma, Feng
Gupta, Rangan
152
Faff, Robert W.
113
Bouri, Elie
88
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
Brooks, Robert
81
McAleer, Michael
80
Miller, Paul W.
79
Dollery, Brian
64
Hammoudeh, Shawkat
64
Dixon, Peter B.
61
Tiwari, Aviral Kumar
61
Worthington, Andrew Charles
58
Smyth, Russell
56
Kang, Sang Hoon
53
Valadkhani, Abbas
52
Bollerslev, Tim
51
Leigh, Andrew
50
McMillan, David G.
50
Creedy, John
49
Hunter, Boyd H.
49
Wohar, Mark E.
49
Mensi, Walid
48
Narayan, Paresh Kumar
48
Xuan Vinh Vo
46
Freebairn, John William
44
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Frino, Alex
40
Saunders, Peter
40
Zhang, Yaojie
40
Apergēs, Nikolaos
39
Borland, Jeff
39
Chapman, Bruce James
38
Corbet, Shaen
38
more ...
less ...
Published in...
All
Energy economics
20
Journal of econometrics
11
International review of financial analysis
9
Applied economics
7
International review of economics & finance : IREF
7
Economic modelling
6
International journal of finance & economics : IJFE
6
The journal of finance : the journal of the American Finance Association
6
Applied economics letters
4
Journal of forecasting
4
The journal of futures markets
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
The European journal of finance
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economic review
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of financial markets
2
Annals of finance
1
Applied mathematical finance
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
147
Showing
1
-
10
of
147
Sort
Relevance
Date (newest first)
Date (oldest first)
1
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
2
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:
3
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:
4
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
5
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
6
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:
7
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:
8
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie
;
Ma, Feng
;
Wang, Tianyang
;
Wen, Fenghua
- In:
Journal of economic behavior & organization : JEBO
214
(
2023
),
pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
Saved in:
9
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:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->