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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Shock"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Aktienmarkt
Cointegration
Effizienzmarkthypothese
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Shock
Stock market
USA
Estimation
25
Schätzung
25
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21
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Ma, Feng
Pesaran, M. Hashem
Chang, Tsangyao
17
Bahmani-Oskooee, Mohsen
16
Gil-Alaña, Luis A.
12
Gupta, Rangan
10
Hamori, Shigeyuki
6
Payne, James E.
6
Apergēs, Nikolaos
5
Narayan, Paresh Kumar
5
Wohar, Mark E.
5
Barkoulas, John T.
4
Brooks, Robert
4
Grobys, Klaus
4
Hegerty, Scott W.
4
Lee, Chia-hao
4
Madura, Jeff
4
McMillan, David G.
4
Sheng, Xin
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
Baum, Christopher F.
3
Berument, Hakan
3
Bouri, Elie
3
Brooks, Chris
3
Ciner, Cetin
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Esteve García, Vicente
3
Garrett, Ian
3
Goel, Rajeev K.
3
Hassan, M. Kabir
3
Hatemi-J, Abdulnasser
3
Herzer, Dierk
3
Jawadi, Fredj
3
Kanas, Angelos
3
Kim, Jae H.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Narayan, Seema
3
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Applied economics letters
Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Empirica : journal of european economics
International review of financial analysis
Review of financial economics : RFE
Applied economics
6
Energy economics
6
Finance research letters
5
International journal of finance & economics : IJFE
5
Journal of applied econometrics
5
Economic modelling
4
Journal of international money and finance
4
Research in international business and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Econometric reviews
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of economic integration
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Review of international economics
2
Applied financial economics letters
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial innovation : FIN
1
International advances in economic research
1
International journal of economics and financial issues : IJEFI
1
International journal of forecasting
1
International review of applied economics
1
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ECONIS (ZBW)
21
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
3
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:
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
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:
6
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
7
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
8
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
9
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
10
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
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