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~language:"eng"
~person:"Chiarella, Carl"
~person:"Ma, Feng"
~subject:"Australia"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Stochastic process
Volatility
Volatilität
102
Forecasting model
92
Prognoseverfahren
92
Theorie
68
Theory
68
ARCH model
60
ARCH-Modell
60
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53
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44
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Chiarella, Carl
Ma, Feng
Gupta, Rangan
155
Faff, Robert W.
113
Bouri, Elie
89
McAleer, Michael
85
Wooden, Mark
85
Bahmani-Oskooee, Mohsen
84
Burgess, John
83
Brooks, Robert
82
Miller, Paul W.
79
Hammoudeh, Shawkat
65
Dollery, Brian
64
Tiwari, Aviral Kumar
62
Dixon, Peter B.
61
Worthington, Andrew Charles
58
Smyth, Russell
56
Kang, Sang Hoon
53
Valadkhani, Abbas
52
Bollerslev, Tim
51
Creedy, John
50
Leigh, Andrew
50
McMillan, David G.
50
Hunter, Boyd H.
49
Narayan, Paresh Kumar
49
Wohar, Mark E.
49
Mensi, Walid
48
Xuan Vinh Vo
46
Caporale, Guglielmo Maria
44
Freebairn, John William
44
Kumar, Dilip
44
Wang, Yudong
44
Gil-Alaña, Luis A.
43
Fabozzi, Frank J.
42
Pierdzioch, Christian
41
Quiggin, John C.
41
Apergēs, Nikolaos
40
Escudero, Laureano F.
40
Frino, Alex
40
Saunders, Peter
40
Zhang, Yaojie
40
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Energy economics
20
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
Applied economics letters
4
International journal of theoretical and applied finance
4
Journal of forecasting
4
The journal of futures markets
4
Applied mathematical finance
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Finance research letters
3
International journal of forecasting
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
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
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2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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ECONIS (ZBW)
114
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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
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
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