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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~subject:"Commodity derivative"
~subject:"Time-varying parameters"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
Time-varying parameters
Volatility
Estimation
7
Schätzung
7
Capital income
4
Kapitaleinkommen
4
Forecasting model
3
Prognoseverfahren
3
Volatilität
3
ARCH model
2
ARCH-Modell
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Cointegration
2
EU countries
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Time series analysis
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1978-1994
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Aktienmarkt
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Central EMU countries
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Economic convergence
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European Monetary System
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Exchange rate
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Exchange rate theory
1
Forecasting evaluation
1
Grouped-fixed-effects estimator
1
Heterogeneity
1
High-frequency volatility models
1
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Übersichtsarbeit
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English
5
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Ma, Feng
Sosvilla-Rivero, Simón
Gupta, Rangan
4
Xuan Vinh Vo
4
Yin, Libo
4
Brooks, Robert
3
Egger, Peter
3
Han, Liyan
3
Karlsson, Sune
3
Österholm, Pär
3
Arin, Kerim Peren
2
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2
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2
Bekiros, Stelios
2
Bouri, Elie
2
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2
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2
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2
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2
Chevallier, Julien
2
Chiang, Thomas C.
2
Clements, Adam
2
Dimitrakopoulos, Stefanos
2
Do, Hung Xuan
2
Edwards, Jeffrey A.
2
Fabozzi, Frank J.
2
Feng, Jiabao
2
Gil-Alaña, Luis A.
2
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2
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2
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Huang, Alex
2
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2
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2
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2
Kang, Sang Hoon
2
Klaassen, Franc
2
Koulakiotis, Athanasios
2
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2
Kutan, Ali Mustafa
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Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
6
Energy economics
6
Applied economics letters
5
Journal of international financial markets, institutions & money
3
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Baltic journal of economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Hacienda pública española : review of public economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
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Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
1
The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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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
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
3
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:
4
Heterogeneity in the debt-growth nexus : evidence from EMU countries
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 470-486
Persistent link: https://www.econbiz.de/10011754567
Saved in:
5
Testing nonlinear forecastability in time series : theory and evidence from the EMS
Fernández Rodríguez, Fernando
- In:
Economics letters
59
(
1998
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10001239094
Saved in:
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