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~person:"Ma, Feng"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Ölpreis
Volatility
94
Volatilität
94
Forecasting model
82
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82
ARCH model
65
ARCH-Modell
65
Oil price
42
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39
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39
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39
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37
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31
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31
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28
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27
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Ma, Feng
Gupta, Rangan
121
Caporale, Guglielmo Maria
56
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47
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44
Spagnolo, Nicola
42
Mensi, Walid
41
McAleer, Michael
38
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37
Ji, Qiang
35
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35
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34
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34
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33
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33
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31
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31
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31
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29
Xuan Vinh Vo
29
Liang, Chao
26
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26
Bekaert, Geert
25
Kočenda, Evžen
25
Corbet, Shaen
22
Manera, Matteo
22
Shahzad, Syed Jawad Hussain
22
Yoon, Seong-min
22
McMillan, David G.
21
Serletis, Apostolos
21
Wen, Fenghua
21
Yin, Libo
21
Brooks, Robert
20
Degiannakis, Stavros
20
Nguyen, Duc Khuong
20
Guesmi, Khaled
19
Lu, Xinjie
19
Chiang, Thomas C.
18
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18
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18
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17
International review of financial analysis
8
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6
International review of economics & finance : IREF
6
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5
International journal of finance & economics : IJFE
5
Finance research letters
4
International journal of forecasting
3
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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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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
71
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41
Harnessing the decomposed realized measures for volatility forecasting : evidence from the US stock market
Lu, Botao
;
Ma, Feng
;
Wang, Jiqian
;
Ding, Hui
;
Wahab, M. …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
Saved in:
42
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
43
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
44
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
45
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
46
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
47
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan
;
Liang, Chao
;
Ma, Feng
;
Wang, Jiqian
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
Saved in:
48
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
49
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
50
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
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