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subject:"Börsenkurs"
subject:"Financial analysis"
~person:"Härdle, Wolfgang"
~person:"Ma, Feng"
~subject:"Forecast"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Financial analysis
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Estimation
55
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55
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36
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30
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30
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20
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Härdle, Wolfgang
Ma, Feng
Gupta, Rangan
92
Zaremba, Adam
46
Pierdzioch, Christian
38
McMillan, David G.
34
Wohar, Mark E.
33
Narayan, Paresh Kumar
32
Wang, Yudong
27
Zhang, Yaojie
26
Balcilar, Mehmet
25
Tiwari, Aviral Kumar
25
Gil-Alaña, Luis A.
22
Salisu, Afees A.
21
McAleer, Michael
19
Caporale, Guglielmo Maria
18
Chiang, Thomas C.
17
Todorov, Viktor
17
Jawadi, Fredj
16
Lee, Chien-chiang
16
Bollerslev, Tim
15
Bouri, Elie
15
Demirer, Rıza
15
Nonejad, Nima
15
Wei, Yu
15
Kumar, Dilip
14
Moosa, Imad A.
14
Ryu, Doojin
14
Bohl, Martin T.
13
Cakici, Nusret
13
Marcellino, Massimiliano
13
Sehgal, Sanjay
13
Timmermann, Allan
13
Westerlund, Joakim
13
Bali, Turan G.
12
Döpke, Jörg
12
Long, Huaigang
12
Shi, Yanlin
12
Brooks, Robert
11
Caporin, Massimiliano
11
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Energy economics
7
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5
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4
Finance research letters
4
International journal of finance & economics : IJFE
3
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2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
39
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21
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
22
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:
23
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
24
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
25
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
26
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
27
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
28
Forecasting the prices of crude oil : an iterated combination approach
Zhang, Yaojie
;
Ma, Feng
;
Shi, Benshan
;
Huang, Dengshi
- In:
Energy economics
70
(
2018
),
pp. 472-483
Persistent link: https://www.econbiz.de/10011942869
Saved in:
29
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
30
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
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