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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"Macroeconomic dynamics"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Panel study
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Estimation
23
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23
Volatility
13
Forecasting model
10
Prognoseverfahren
10
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8
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16
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Yoon, Seong-min
11
Tiwari, Aviral Kumar
9
Gupta, Rangan
7
Zhu, Huiming
7
Apergēs, Nikolaos
6
Balcilar, Mehmet
6
Hammoudeh, Shawkat
6
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6
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5
Lee, Chien-chiang
5
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5
Wei, Yu
5
Gubareva, Mariya
4
Ren, Xiaohang
4
Umar, Zaghum
4
Wen, Fenghua
4
Wohar, Mark E.
4
Xu, Yahua
4
Yan, Cheng
4
You, Wan-hai
4
Zhang, Bing
4
Zhang, Yaojie
4
Afonso, António
3
Bahmani-Oskooee, Mohsen
3
Chevallier, Julien
3
Damette, Olivier
3
Ghoddusi, Hamed
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Goutte, Stéphane
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Gozgor, Giray
3
Guo, Yawei
3
Holmes, Mark J.
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Jena, Sangram Keshari
3
Kang, Sang Hoon
3
Lau, Chi Keung
3
Li, Bin
3
Liang, Chao
3
Ma, Jun
3
Nguyen, Duc Khuong
3
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Applied economics
Energy economics
Macroeconomic dynamics
International review of financial analysis
13
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6
International review of economics & finance : IREF
6
Applied economics letters
5
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4
Research in international business and finance
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
3
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2
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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Empirica : journal of european economics
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International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of computational economics and econometrics
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International journal of economics and financial issues : IJEFI
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International journal of emerging markets
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International journal of forecasting
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International review of applied economics
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ECONIS (ZBW)
16
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1
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
2
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:
3
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:
4
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:
5
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:
6
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
7
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:
8
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:
9
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
10
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
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