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~language:"eng"
~person:"Ma, Feng"
~person:"Serletis, Apostolos"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Schätzung
Volatility
117
Volatilität
117
Forecasting model
94
Prognoseverfahren
94
Theorie
88
Theory
88
ARCH model
87
ARCH-Modell
87
Estimation
81
Oil price
68
Ölpreis
68
USA
61
United States
61
Börsenkurs
55
Share price
55
Welt
49
World
49
Capital income
43
Geldmenge
43
Kapitaleinkommen
43
Money supply
43
Aktienmarkt
42
Stock market
42
Canada
39
Kanada
39
Volatility forecasting
36
Time series analysis
34
Zeitreihenanalyse
34
Commodity derivative
33
Rohstoffderivat
33
Geldpolitik
26
Monetary policy
26
Risiko
25
Risk
25
VAR model
22
VAR-Modell
22
Markov chain
19
Markov-Kette
19
Schock
19
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81
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Article in journal
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81
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
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3
Aufsatz im Buch
2
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2
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English
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Ma, Feng
Serletis, Apostolos
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
Lee, Chien-chiang
63
Zaremba, Adam
62
Belke, Ansgar
61
Kumbhakar, Subal
56
Shahbaz, Muhammad
56
Su, Chi-Wei
53
Pierdzioch, Christian
51
Wagner, Joachim
50
Balcilar, Mehmet
49
Egger, Peter
47
Hsing, Yu
47
Moosa, Imad A.
47
Herwartz, Helmut
44
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
8
Macroeconomic dynamics
7
Applied economics
6
Open economies review
6
International review of financial analysis
5
Finance research letters
4
Journal of economic dynamics & control
3
The energy journal
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of economic studies
2
Journal of money, credit and banking : JMCB
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Canadian journal of economics
2
Applied financial economics
1
Computational economics
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Green finance : GF
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
Journal of macroeconomics
1
Journal of the American Statistical Association : JASA
1
Review of international economics
1
Review of quantitative finance and accounting
1
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
1
The Manchester School
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
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ECONIS (ZBW)
81
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
10
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
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