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~subject:"Volatility forecasting"
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Volatility forecasting
Forecasting model
106
Prognoseverfahren
106
Volatility
96
Volatilität
96
ARCH model
51
ARCH-Modell
51
Aktienmarkt
47
Stock market
47
Oil price
44
Ölpreis
44
Welt
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World
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41
Estimation
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Schätzung
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37
Prognose
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Capital income
33
Kapitaleinkommen
33
Commodity derivative
28
Rohstoffderivat
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Risiko
27
Risk
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Oil market
26
Ölmarkt
26
China
25
Theorie
20
Theory
20
Realized volatility
19
Time series analysis
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Zeitreihenanalyse
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Erdöl
18
Petroleum
18
Coronavirus
12
Portfolio selection
12
Portfolio-Management
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United States
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37
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Ma, Feng
37
Zhang, Yaojie
14
Liu, Jing
8
Wahab, M. I. M.
8
Wei, Yu
7
Wang, Jiqian
5
Chen, Wang
3
Huang, Dengshi
3
Li, Yan
3
Liang, Chao
3
Liu, Li
3
Lu, Xinjie
3
Li, Yu
2
Liao, Yin
2
Tang, Yusui
2
Wang, Lu
2
Yang, Ke
2
Zhang, Jixiang
2
Bouri, Elie
1
Cao, Yang
1
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1
Chevallier, Julien
1
Ding, Hui
1
Gao, Xinxin
1
Guo, Qiang
1
Guo, Xiaozhu
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Energy economics
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Economic modelling
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International review of economics & finance : IREF
4
International review of financial analysis
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Finance research letters
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
International journal of forecasting
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1
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
2
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
3
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:
4
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:
5
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
6
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:
7
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:
8
Oil futures volatility prediction : bagging or combination?
Lyu, Zhichong
;
Ma, Feng
;
Zhang, Jixiang
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 457-467
Persistent link: https://www.econbiz.de/10014472442
Saved in:
9
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
10
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
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