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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Kapetanios, George"
~person:"Ma, Feng"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
Ölpreis
Estimation
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Commodity derivative
2
Oil price
2
Rohstoffderivat
2
Share price
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Aktienmarkt
1
Asia
1
Asian stock markets
1
Asien
1
DCC-GARCH
1
ENI
1
Erdöl
1
Exchange rate
1
Forecast
1
Markov chain
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Markov-Kette
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Markov-switching
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Multivariate Analyse
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Multivariate analysis
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Petroleum
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Probability theory
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Prognose
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Theorie
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Time series analysis
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WFI
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Kapetanios, George
Ma, Feng
Gupta, Rangan
4
McMillan, David G.
3
Bredin, Donal
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
Kanas, Angelos
2
Nitzsche, Dirk
2
Salisu, Afees A.
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Ahmed, Rizwan
1
Alonso-Conde, Ana Belén
1
Aqil, Muhammad
1
Arfaoui, Mongi
1
Arouri, Mohamed
1
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1
Azimli, Asil
1
Bai, Lan
1
Balcilar, Mehmet
1
Bathia, Deven
1
Berisha, Edmond
1
Bozoklu, Seref
1
Butt, Hilal Anwar
1
Caporale, Guglielmo Maria
1
Cashin, Paul A.
1
Ceylan, Resat
1
Chebbi, Tarek
1
Chen, Jian
1
Chen, Jiaqi
1
Chen, Xizhuo
1
Chen, Zhonglu
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Cipiloglu Yildiz, Zeynep
1
De Pace, Pierangelo
1
Demirer, Rıza
1
Dias, José G.
1
Didier, Tatiana
1
Drakos, Anastassios A.
1
Du, Jiangze
1
Fabozzi, Frank J.
1
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International journal of finance & economics : IJFE
Energy economics
8
International review of financial analysis
5
Applied economics
4
Finance research letters
4
Applied economics letters
2
International journal of forecasting
2
Journal of empirical finance
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
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ECONIS (ZBW)
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Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
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:
3
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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