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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~person:"Gil-Alaña, Luis A."
~person:"Li, Jia"
~person:"Ma, Feng"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
EU countries
Volatility
Estimation
14
Schätzung
14
Aktienmarkt
6
Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
Stock market
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
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3
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Volatility forecasting
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fractional integration
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
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7
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English
7
Author
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Gil-Alaña, Luis A.
Li, Jia
Ma, Feng
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Zhang, Yaojie
Zhu, Huiming
4
Yoon, Seong-min
3
Balcilar, Mehmet
2
Goutte, Stéphane
2
Gubareva, Mariya
2
Hernandez, Jose Arreola
2
Kim, Jong-Min
2
Liang, Chao
2
Pino, Gabriel
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
Umar, Zaghum
2
Wei, Yu
2
Wen, Fenghua
2
Xuan Vinh Vo
2
Zhang, Bing
2
Acedański, Jan
1
Agba, Eli
1
Alfano, Simon
1
Allen, David E.
1
Arespa, Marta
1
Ayouba, Kassoum
1
Bachelet, Maria Jua
1
Bagirov, Miramir
1
Bagnarosa, Guillaume
1
Bahmani-Oskooee, Mohsen
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Banerjee, Ameet Kumar
1
Becchetti, Leonardo
1
Bekiros, Stelios
1
BenSaïda, Ahmed
1
Bennani, Hamza
1
Bettendorf, Timo
1
Beyer, Robert
1
Bird, Graham R.
1
Blau, Benjamin
1
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Applied economics
Energy economics
6
Finance research letters
6
Applied economics letters
5
Journal of econometrics
5
International review of economics & finance : IREF
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Journal of international financial markets, institutions & money
3
Decision
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
IIMB management review
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Bulletin of economic research
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of emerging markets
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of forecasting
1
Research in international business and finance
1
Review of development finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The Indian economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The review of economic studies
1
Theoretical economics letters
1
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ECONIS (ZBW)
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
3
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
4
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:
5
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:
6
Inflation, real economic growth and unemployment expectations : an empirical analysis based on the ECB survey of professional forecasters
Sosvilla-Rivero, Simón
;
Ramos-Herrera, María del Carmen
- In:
Applied economics
50
(
2018
)
42
,
pp. 4540-4555
Persistent link: https://www.econbiz.de/10012061198
Saved in:
7
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
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