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Search: subject:"MCS test"
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MCS test
9
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätzung
3
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3
Theory
3
Aktienmarkt
2
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2
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2
Coronavirus
2
Forecast
2
Prognose
2
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2
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2
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2
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2
Stock market
2
Time series analysis
2
Volatility forecasting
2
Zeitreihenanalyse
2
ARFIMA-RV
1
Agriculture commodity futures
1
Aktienindex
1
CEEMDAN
1
COVID-19
1
COVID-19 pandemic
1
Capital income
1
China
1
Composite hedge
1
Crude oil futures
1
Derivat
1
Derivative
1
Economic policy
1
Economic policy uncertainty
1
Emerging economies
1
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English
8
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1
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Ma, Feng
4
Niu, Zibo
2
Zhang, Hongwei
2
Chen, Yixiang
1
Cui, Yan
1
Demirer, Rıza
1
Feng, Yun
1
Ghani, Maria
1
Ghani, Usman
1
Hou, Chenghan
1
Ji, Qiang
1
Klein, Tony
1
Liao, Ying
1
Lin, Yu
1
Liu, Jiapeng
1
Liu, Zhichao
1
Long, Yujia
1
Luo, Jiawen
1
Pu, Wang
1
Suleman, Muhammad Tahir
1
Tao, Qizhi
1
Wei, Yu
1
Xu, Jiali
1
Yan, Yan
1
Zhang, Ting
1
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International review of economics & finance : IREF
2
Applied economics
1
Asia Pacific financial markets
1
Energy economics
1
International journal of forecasting
1
Physica A: Statistical Mechanics and its Applications
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
8
RePEc
1
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1
Speculation, cross-market sentiment and the predictability of gold market volatility
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
3
,
pp. 278-295
Persistent link: https://www.econbiz.de/10015049540
Saved in:
2
Economic policy uncertainty and emerging stock market volatility
Ghani, Maria
;
Ghani, Usman
- In:
Asia Pacific financial markets
31
(
2024
)
1
,
pp. 165-181
Persistent link: https://www.econbiz.de/10014496581
Saved in:
3
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
4
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
5
Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu
;
Yan, Yan
;
Xu, Jiali
;
Liao, Ying
;
Ma, Feng
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
Saved in:
6
Composite hedge and utility maximization for optimal futures hedging
Cui, Yan
;
Feng, Yun
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 15-32
Persistent link: https://www.econbiz.de/10012486283
Saved in:
7
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
8
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
9
High and low or close to close prices? Evidence from the multifractal volatility
Liu, Zhichao
;
Ma, Feng
;
Long, Yujia
- In:
Physica A: Statistical Mechanics and its Applications
427
(
2015
)
C
,
pp. 50-61
two series present the persistence and exhibit the multifractal features. Furthermore, our
MCS
test
results show that the …
Persistent link: https://www.econbiz.de/10011209698
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