Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie; Ma, Feng; Zhu, Bo - In: Economic modelling 76 (2019), pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Cover Image
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie; Zeng, Qing; Ma, Feng; Shi, Benshan - In: Economic modelling 78 (2019), pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Cover Image
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng; Liu, Jing; Wahab, M. I. M.; Zhang, Yaojie - In: Economic modelling 72 (2018), pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Cover Image
Forecasting the prices of crude oil using the predictor, economic and combined constraints
Yi, Yongsheng; Ma, Feng; Zhang, Yaojie; Huang, Dengshi - In: Economic modelling 75 (2018), pp. 237-245
Persistent link: https://www.econbiz.de/10012101486
Cover Image
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
Cover Image
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
Cover Image
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Cover Image
Business dynamics, efficiency, asset quality and stability : the case of financial intermediaries in Pakistan
Mirza, Nawazish; Rahat, Birjees; Reddy, Krishna - In: Economic modelling 46 (2015), pp. 358-363
Persistent link: https://www.econbiz.de/10011436642