//--> //--> //--> //-->
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:"Engle, Robert F."
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~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
ARCH-Modell
Zeitreihenanalyse
Volatility
181
Volatilität
181
Theorie
132
Theory
132
ARCH model
126
Forecasting model
126
Prognoseverfahren
126
Estimation
90
Schätzung
89
Börsenkurs
86
Share price
86
Capital income
72
Kapitaleinkommen
72
Time series analysis
72
USA
62
United States
62
Welt
61
World
61
Aktienmarkt
50
Estimation theory
50
Oil price
50
Schätztheorie
50
Stock market
50
Ölpreis
50
Commodity derivative
41
Rohstoffderivat
41
Portfolio selection
40
Portfolio-Management
40
Volatility forecasting
36
Stochastic process
35
Stochastischer Prozess
35
Risk
34
Risiko
33
Risk management
24
Risikomanagement
23
Risikomaß
23
Risk measure
23
Correlation
22
more ...
less ...
Online availability
All
Undetermined
91
Free
13
Type of publication
All
Article
177
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Working Paper
213
Arbeitspapier
207
Graue Literatur
198
Non-commercial literature
198
Aufsatz in Zeitschrift
178
Aufsatz im Buch
9
Book section
9
Aufsatzsammlung
4
Collection of articles of several authors
4
Sammelwerk
4
Festschrift
3
Rezension
2
Systematic review
2
Übersichtsarbeit
2
Book review
1
Konferenzschrift
1
more ...
less ...
Language
All
English
German
1
Author
All
Engle, Robert F.
Ma, Feng
McAleer, Michael
Gil-Alaña, Luis A.
176
Gupta, Rangan
112
Phillips, Peter C. B.
87
Franses, Philip Hans
79
Caporale, Guglielmo Maria
72
Tiwari, Aviral Kumar
69
Taylor, Robert
59
Leybourne, Stephen James
54
Teräsvirta, Timo
49
Perron, Pierre
47
Serletis, Apostolos
47
Moosa, Imad A.
46
Koopman, Siem Jan
44
Chang, Tsangyao
43
Harvey, Andrew C.
43
McMillan, David G.
43
Bahmani-Oskooee, Mohsen
37
Linton, Oliver
37
Harvey, David I.
35
Koop, Gary
35
Kumar, Dilip
35
Wang, Yudong
35
Lütkepohl, Helmut
34
Bouri, Elie
33
Herwartz, Helmut
33
Hammoudeh, Shawkat
32
Newbold, Paul
32
Zhang, Yaojie
32
Ghysels, Eric
31
Mills, Terence C.
31
Wohar, Mark E.
31
Degiannakis, Stavros
30
Hendry, David F.
30
Hong, Yongmiao
30
Kang, Sang Hoon
30
Yoon, Seong-min
30
Francq, Christian
28
more ...
less ...
Published in...
All
Energy economics
19
Applied economics
10
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
7
International review of financial analysis
7
Journal of econometrics
7
Journal of economic surveys
7
Econometrics : open access journal
5
International journal of forecasting
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic modelling
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of risk and financial management : JRFM
4
Applied economics letters
3
Econometric theory
3
Journal of applied econometrics
3
The review of financial studies
3
Journal of banking & finance
2
Journal of empirical finance
2
Journal of time series econometrics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
Applied financial economics
1
China finance review international
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International journal of hospitality management
1
Jingji-lunwen
1
Journal of economic literature
1
more ...
less ...
Source
All
ECONIS (ZBW)
178
Showing
1
-
10
of
178
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
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:
3
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:
4
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:
5
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:
6
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:
7
Oil futures volatility prediction : bagging or combination?
Lyu, Zhichong
;
Ma, Feng
;
Zhang, Jixiang
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 457-467
Persistent link: https://www.econbiz.de/10014472442
Saved in:
8
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
9
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
10
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:
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...
//-->