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~subject:"Volatility"
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Volatility
Forecasting model
144
Prognoseverfahren
144
Volatilität
133
Börsenkurs
71
Share price
71
ARCH model
70
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70
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Ma, Feng
96
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41
Wang, Jiqian
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Li, Xiafei
19
Wang, Lu
16
Lu, Xinjie
14
Li, Yan
11
Wahab, M. I. M.
11
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10
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9
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6
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5
He, Feng
5
Liu, Li
5
Qiao, Gaoxiu
5
Bouri, Elie
4
Chen, Wang
4
Guo, Qiang
4
Guo, Yangli
4
Lu, Fei
4
Luu Duc Toan Huynh
4
Toan Luu Duc Huynh
4
Umar, Muhammad
4
Wang, Yudong
4
Wei, Guiwu
4
Zeng, Qing
4
Brooks, Chris
3
Chen, Zhonglu
3
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3
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3
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3
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3
Li, Tao
3
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3
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3
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3
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3
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2
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Energy economics
25
International review of economics & finance : IREF
12
International review of financial analysis
12
Applied economics
10
Finance research letters
10
International journal of finance & economics : IJFE
9
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6
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6
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4
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4
Journal of international financial markets, institutions & money
3
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2
Journal of economic behavior & organization
2
The journal of futures markets
2
Department of Economics working paper series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Financial innovation : FIN
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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1
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ECONIS (ZBW)
133
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1
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:
2
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
3
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
4
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:
5
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:
6
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
7
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
8
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
9
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:
10
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
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