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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
~person:"Yarovaya, Larisa"
~subject:"Aktienmarkt"
~subject:"Effizienzmarkthypothese"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Panel study"
~subject:"Share price"
~subject:"Stock market"
~subject:"Unit root test"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatilität
Aktienmarkt
Effizienzmarkthypothese
Kapitaleinkommen
Monetary policy
Panel study
Share price
Stock market
Unit root test
Volatility
Estimation
27
Schätzung
27
Forecasting model
11
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Ma, Feng
Yarovaya, Larisa
Bahmani-Oskooee, Mohsen
8
Bouri, Elie
8
Apergēs, Nikolaos
7
Gupta, Rangan
7
Gil-Alaña, Luis A.
6
Liddle, Brantley
6
Narayan, Paresh Kumar
6
Nonejad, Nima
6
Tiwari, Aviral Kumar
6
Wohar, Mark E.
6
Yoon, Seong-min
6
Balcilar, Mehmet
5
Brooks, Robert
5
Hammoudeh, Shawkat
5
Lee, Chien-chiang
5
Wang, Yudong
5
Xuan Vinh Vo
5
Brooks, Chris
4
Gozgor, Giray
4
Kim, Jae H.
4
McMillan, David G.
4
Park, Sung Y.
4
Payne, James E.
4
Urquhart, Andrew
4
Wei, Yu
4
Yan, Cheng
4
Zaremba, Adam
4
Barkoulas, John T.
3
Baum, Christopher F.
3
Becchetti, Leonardo
3
Bredin, Donal
3
Chevallier, Julien
3
Coakley, Jerry
3
Degiannakis, Stavros
3
Dowling, Michael
3
Ferrer, Román
3
Fraser, Patricia
3
Garrett, Ian
3
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Empirica : journal of european economics
Energy economics
International journal of economics and financial issues : IJEFI
International review of financial analysis
Review of financial economics : RFE
Finance research letters
9
Applied economics letters
6
Applied economics
5
International journal of finance & economics : IJFE
5
Research in international business and finance
4
Journal of international money and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of international financial markets, institutions & money
2
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Review of international economics
1
Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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
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
Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Abrar, Afsheen
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014465059
Saved in:
5
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:
6
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:
7
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:
8
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:
9
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
10
Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies : evidence from three Nordic Kingdoms
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
;
Yarovaya, Larisa
- In:
International review of financial analysis
72
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437435
Saved in:
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