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subject:"Aktienmarkt"
~person:"Liu, Jing"
~subject:"ARCH-Modell"
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Search: subject_exact:"Market circuit breakers"
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Aktienmarkt
ARCH-Modell
Forecasting model
16
Prognoseverfahren
16
Volatility
16
Volatilität
16
ARCH model
11
Volatility forecasting
11
Oil price
7
Ölpreis
7
Capital income
6
Commodity derivative
6
Kapitaleinkommen
6
Rohstoffderivat
6
Börsenkurs
5
Share price
5
Stock market
4
Estimation
3
Forecast
3
GARCH-MIDAS
3
Prognose
3
Schätzung
3
Welt
3
World
3
China
2
Chinese stock market
2
Economic indicator
2
Erdöl
2
Forecasting evaluation
2
Model confidence set
2
Oil futures price
2
Oil market
2
Out-of-sample forecasting
2
Petroleum
2
Realized range-based volatility
2
Realized volatility
2
Risiko
2
Risk
2
Time series analysis
2
Wirtschaftsindikator
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Liu, Jing
McAleer, Michael
129
Gupta, Rangan
123
Caporale, Guglielmo Maria
73
Ma, Feng
73
Chang, Chia-Lin
66
Bouri, Elie
52
Spagnolo, Nicola
50
Kang, Sang Hoon
39
Hammoudeh, Shawkat
37
Mensi, Walid
35
Zhang, Yaojie
35
Diebold, Francis X.
34
McMillan, David G.
34
Bauwens, Luc
33
Bollerslev, Tim
33
Kumar, Dilip
33
Engle, Robert F.
32
Salisu, Afees A.
32
Kočenda, Evžen
29
Liang, Chao
29
Pierdzioch, Christian
28
Tiwari, Aviral Kumar
28
Demirer, Rıza
27
Wang, Yudong
27
Wei, Yu
27
Xuan Vinh Vo
27
Bekaert, Geert
26
Yoon, Seong-min
26
Corbet, Shaen
25
Hansen, Peter Reinhard
25
Teräsvirta, Timo
25
Floros, Christos
24
Herwartz, Helmut
24
Molnár, Peter
24
Caporin, Massimiliano
23
Christiansen, Charlotte
23
Conrad, Christian
23
Degiannakis, Stavros
23
Hafner, Christian M.
23
Ji, Qiang
23
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Energy economics
3
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Applied economics
1
Finance research letters
1
International journal of forecasting
1
Journal of forecasting
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ECONIS (ZBW)
13
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
3
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
4
VIX and stock market volatility predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
Saved in:
5
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
6
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
7
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:
8
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
9
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
Saved in:
10
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
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