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~language:"eng"
~person:"Ma, Feng"
~subject:"Kapitaleinkommen"
~subject:"Volatility forecasting"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatility forecasting
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
Aktienmarkt
39
Stock market
39
Estimation
34
Schätzung
34
Welt
31
World
31
Commodity derivative
28
Rohstoffderivat
28
Forecast
18
Prognose
18
Realized volatility
16
Risiko
15
Risk
15
Time series analysis
14
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14
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13
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13
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11
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11
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11
Coronavirus
9
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8
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68
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Article in journal
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68
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1
Graue Literatur
1
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1
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1
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English
Author
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Ma, Feng
Gupta, Rangan
120
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
45
Faff, Robert W.
45
Zhang, Yaojie
42
Cakici, Nusret
41
Bali, Turan G.
40
Wang, Yudong
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Brooks, Robert
35
Demirer, Rıza
35
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Bollerslev, Tim
27
Lee, Bong-soo
27
Wei, K. C. John
27
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Kumar, Dilip
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
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Energy economics
14
International review of financial analysis
9
Applied economics
7
International review of economics & finance : IREF
7
Economic modelling
6
Finance research letters
4
Journal of forecasting
3
China finance review international
2
International journal of forecasting
2
Journal of empirical finance
2
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
68
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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
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
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
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
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
Saved in:
9
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:
10
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
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