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Search: subject:"realized range-based volatility"
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Volatility
8
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8
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6
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5
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5
Realized range-based volatility
4
realized range-based volatility
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Ma, Feng
5
Liu, Jing
3
Tseng, Tseng-Chan
3
Huang, Dengshi
2
Lai, Hung-Cheng
2
Wei, Yu
2
Chen, Jih-Kuang
1
Chen, Mei-Ping
1
Chen, Wang
1
Lai, Xiaodong
1
Lee, Chien-Chiang
1
Liu, Li
1
Liu, Zhichao
1
Lu, Xinjie
1
Wahab, M. I. M.
1
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1
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Economic modelling
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ECONIS (ZBW)
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1
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:
2
Impacts of relatively rational and irrational investor sentiment on realized volatility
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
;
Chen, Jih-Kuang
- In:
Asian economic journal : journal of the East Asian …
36
(
2022
)
4
,
pp. 458-478
Persistent link: https://www.econbiz.de/10014280248
Saved in:
3
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
4
Forecasting oil futures price volatility : new evidence from
realized
range-based
volatility
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
;
Lai, Xiaodong
- In:
Energy economics
75
(
2018
),
pp. 400-409
Persistent link: https://www.econbiz.de/10011974360
Saved in:
5
Forecasting the
realized
range-based
volatility
using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
6
Volatility forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan
;
Lee, Chien-Chiang
;
Chen, Mei-Ping
- In:
Economic modelling
47
(
2015
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011439071
Saved in:
7
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
8
The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
Saved in:
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