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~person:"Härdle, Wolfgang"
~person:"Ma, Feng"
~subject:"Volatilität"
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Search: subject_exact:"Volatilität"
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Volatilität
Volatility
160
Forecasting model
84
Prognoseverfahren
84
ARCH model
65
ARCH-Modell
65
Börsenkurs
55
Share price
55
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53
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44
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44
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41
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41
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40
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40
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39
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39
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36
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34
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34
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21
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170
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Härdle, Wolfgang
Ma, Feng
McAleer, Michael
299
Gupta, Rangan
224
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
113
Diebold, Francis X.
110
Pierdzioch, Christian
106
Bouri, Elie
102
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Bekaert, Geert
80
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Asai, Manabu
64
Tiwari, Aviral Kumar
62
Chiarella, Carl
61
Kočenda, Evžen
61
Caballero, Ricardo J.
55
Corbet, Shaen
55
Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Christoffersen, Peter F.
53
Clements, Adam
52
Mumtaz, Haroon
51
Allen, David E.
50
Belke, Ansgar
50
Christiansen, Charlotte
50
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
11
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10
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SFB 649 discussion paper
22
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19
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11
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11
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10
International review of financial analysis
10
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8
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7
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7
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6
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5
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4
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3
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3
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3
China finance review international
2
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
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2
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
160
USB Cologne (business full texts)
11
USB Cologne (EcoSocSci)
2
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31
Oil price volatility predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
32
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
33
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
34
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
35
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
36
Climate policy uncertainty and world renewable energy index volatility forecasting
Liang, Chao
;
Umar, Muhammad
;
Ma, Feng
;
Toan Luu Duc Huynh
- In:
Technological forecasting & social change : an …
182
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449113
Saved in:
37
Natural gas volatility predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
38
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
39
United States Oil Fund volatility prediction : the roles of leverage effect and jumps
Liang, Chao
;
Liao, Yin
;
Ma, Feng
;
Zhu, Bo
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2239-2262
Persistent link: https://www.econbiz.de/10013197292
Saved in:
40
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
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