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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"restricted"
~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
154
Schätzung
154
Volatilität
64
Time series analysis
56
Zeitreihenanalyse
56
Börsenkurs
52
Share price
52
Capital income
49
Kapitaleinkommen
49
Forecasting model
45
Prognoseverfahren
45
Aktienmarkt
40
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40
Cointegration
33
Kointegration
33
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31
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28
ARCH-Modell
28
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22
Theory
22
Oil price
19
Welt
19
World
19
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19
Persistence
14
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14
Economic growth
12
Risiko
12
Risk
12
Wirtschaftswachstum
12
fractional integration
12
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11
Capital market returns
11
Estimation theory
11
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11
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11
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Article
78
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
Article in journal
78
Aufsatz im Buch
1
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1
Language
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English
78
Author
All
Gil-Alaña, Luis A.
Li, Jia
Ma, Feng
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Zhang, Yaojie
Gupta, Rangan
52
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
18
Xuan Vinh Vo
18
Pierdzioch, Christian
17
Wohar, Mark E.
17
Kang, Sang Hoon
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Todorov, Viktor
16
Wang, Yudong
14
Wei, Yu
13
Zhu, Huiming
13
Bollerslev, Tim
12
Lee, Chien-chiang
12
Wu, Xinyu
12
Kumar, Dilip
11
Nonejad, Nima
11
Yoon, Seong-min
11
Caporale, Guglielmo Maria
10
Chevallier, Julien
10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Ji, Qiang
10
Brooks, Robert
9
Jawadi, Fredj
9
McAleer, Michael
9
Apergēs, Nikolaos
8
Clements, Adam
8
Degiannakis, Stavros
8
Ma, Jun
8
Prokopczuk, Marcel
8
Shi, Yanlin
8
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Applied economics
7
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)
78
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78
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11
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
12
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
13
Monetary policy and stock market interaction : international evidence
Saini, Sakshi
;
Sehgal, Sanjay
- In:
The Indian economic journal
71
(
2023
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014324921
Saved in:
14
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
15
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
16
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:
17
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
18
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:
19
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
20
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
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