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person:"McAleer, Michael"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~person:"Ma, Feng"
~subject:"Scientific modelling"
~subject:"United States"
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Scientific modelling
United States
Volatility
135
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127
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86
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77
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McAleer, Michael
Caporin, Massimiliano
Ma, Feng
Gupta, Rangan
35
Bahmani-Oskooee, Mohsen
12
Bouri, Elie
11
Kang, Sang Hoon
10
Wohar, Mark E.
9
Balcilar, Mehmet
8
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
7
Kelly, Bryan T.
7
Mensi, Walid
7
Pierdzioch, Christian
7
Rubio-Ramírez, Juan Francisco
7
Salisu, Afees A.
7
Xuan Vinh Vo
7
Hammoudeh, Shawkat
6
Antonakakis, Nikolaos
5
Giglio, Stefano
5
Lettau, Martin
5
Ludvigson, Sydney C.
5
Ma, Jun
5
Nieuwerburgh, Stijn van
5
Roubaud, David
5
Tiwari, Aviral Kumar
5
Baker, Scott
4
Bianchi, Francesco
4
Bloom, Nicholas
4
Davis, Steven J.
4
Degiannakis, Stavros
4
Demirer, Rıza
4
Fang, Libing
4
Frijns, Bart
4
Gambetti, Luca
4
Hegerty, Scott W.
4
Ji, Qiang
4
Lucey, Brian M.
4
Lustig, Hanno
4
Lyócsa, Štefan
4
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4
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2
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2
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1
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1
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ECONIS (ZBW)
14
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1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
Liquidity and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
Saved in:
3
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
4
United States Oil Fund volatility prediction : the roles of leverage effect and jumps
Liang, Chao
;
Liao, Yin
;
Ma, Feng
;
Zhu, Bo
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2239-2262
Persistent link: https://www.econbiz.de/10013197292
Saved in:
5
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
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6
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:
7
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
Saved in:
8
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
9
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
10
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju
;
Ma, Feng
;
Wang, Chen
;
Zhang, Bing
- In:
Energy economics
80
(
2019
),
pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
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