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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Volatility
Estimation
64
Schätzung
64
Volatilität
33
Forecasting model
32
Prognoseverfahren
32
ARCH model
18
ARCH-Modell
18
Capital income
18
Kapitaleinkommen
18
Börsenkurs
16
Oil price
16
Share price
16
Welt
16
World
16
Ölpreis
16
Aktienmarkt
15
Stock market
15
Commodity derivative
12
EU countries
12
Rohstoffderivat
12
Exchange rate
10
Theorie
10
Theory
10
Wechselkurs
10
Economic growth
9
Time series analysis
9
Volatility forecasting
9
Wirtschaftswachstum
9
Zeitreihenanalyse
9
Euro area
8
Eurozone
8
Financial crisis
7
Finanzkrise
7
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risk
7
Financial market
6
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Undetermined
34
Free
2
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Article
42
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
Article in journal
42
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
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English
41
Spanish
1
Author
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Ma, Feng
Sosvilla-Rivero, Simón
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
35
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Pierdzioch, Christian
24
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Xuan Vinh Vo
22
Wohar, Mark E.
21
Kumar, Dilip
20
Balcilar, Mehmet
19
Kang, Sang Hoon
17
Mensi, Walid
17
Tiwari, Aviral Kumar
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Hegerty, Scott W.
13
Herwartz, Helmut
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Chevallier, Julien
12
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
Wu, Xinyu
12
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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 economics & finance : IREF
2
International review of financial analysis
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Baltic journal of economics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Journal of banking & finance
1
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
42
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11
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:
12
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
13
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
14
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
15
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:
16
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
17
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
18
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:
19
Distant or close cousins : connectedness between cryptocurrencies and traditional currencies volatilities
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012495868
Saved in:
20
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:
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