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subject:"Volatilität"
~accessRights:"restricted"
~person:"Ma, Feng"
~subject:"Capital market returns"
~subject:"EU-Staaten"
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Volatilität
Capital market returns
EU-Staaten
Estimation
34
Schätzung
34
Forecasting model
30
Prognoseverfahren
30
Volatility
25
ARCH model
16
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16
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16
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Börsenkurs
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Ma, Feng
Gupta, Rangan
55
Bouri, Elie
23
Bahmani-Oskooee, Mohsen
21
Pierdzioch, Christian
21
Balcilar, Mehmet
19
Xuan Vinh Vo
19
Zhang, Yaojie
18
Tiwari, Aviral Kumar
17
Wohar, Mark E.
17
Zaremba, Adam
17
Kang, Sang Hoon
16
Mensi, Walid
16
Todorov, Viktor
16
Wang, Yudong
14
Bollerslev, Tim
13
Gil-Alaña, Luis A.
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Zhu, Huiming
13
Caporale, Guglielmo Maria
12
Yoon, Seong-min
12
Jawadi, Fredj
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Sehgal, Sanjay
11
Chevallier, Julien
10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Long, Huaigang
10
Salisu, Afees A.
10
Sosvilla-Rivero, Simón
10
Brooks, Robert
9
Ji, Qiang
9
Kelly, Bryan T.
9
McAleer, Michael
9
Umar, Zaghum
9
Yin, Libo
9
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Energy economics
6
Applied economics
4
Finance research letters
3
International journal of finance & economics : IJFE
3
Applied economics letters
2
International review of financial analysis
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
26
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1
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
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:
3
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:
4
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:
5
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:
6
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
7
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:
8
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
9
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:
10
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:
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