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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~person:"Ma, Feng"
~subject:"EGARCH"
~subject:"Volatility"
~subject:"exchange rate"
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EGARCH
Volatility
exchange rate
ARCH model
3
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Ma, Feng
Caiado, Jorge
6
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Masih, Mansur
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Onour, Ibrahim
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4
Wang, Yudong
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MPRA Paper
International journal of forecasting
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7
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ECONIS (ZBW)
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Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
2
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
3
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
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