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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Chung, Richard"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Einheitswurzeltest"
~subject:"Panel study"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Cointegration
Effizienzmarkthypothese
Einheitswurzeltest
Panel study
Stock market
Theory
USA
Estimation
30
Schätzung
30
Volatility
12
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28
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Chung, Richard
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Bahmani-Oskooee, Mohsen
11
Narayan, Paresh Kumar
9
Gil-Alaña, Luis A.
7
Beckmann, Joscha
6
Brooks, Robert
6
Kanas, Angelos
6
MacDonald, Ronald
6
Apergēs, Nikolaos
5
Bouri, Elie
5
Madura, Jeff
5
Antonakakis, Nikolaos
4
Barkoulas, John T.
4
Belke, Ansgar
4
Byrne, Joseph P.
4
Cheung, Yin-Wong
4
Coakley, Jerry
4
Floros, Christos
4
Garrett, Ian
4
Gupta, Rangan
4
Hamori, Shigeyuki
4
Kim, Jae H.
4
Liu, Jia
4
McMillan, David G.
4
Moosa, Imad A.
4
Morelli, David
4
Papell, David H.
4
Payne, James E.
4
Smales, Lee A.
4
Taylor, Mark P.
4
Urquhart, Andrew
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Akhigbe, Aigbe O.
3
Ali, Faek Menla
3
Baillie, Richard
3
Balcilar, Mehmet
3
Baum, Christopher F.
3
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Applied financial economics
CESifo Working Paper Series
Empirica : journal of european economics
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
International review of financial analysis
Journal of international financial markets, institutions & money
Journal of international money and finance
Review of financial economics : RFE
Applied economics letters
9
Applied economics
7
Energy economics
7
Journal of applied econometrics
6
Research in international business and finance
6
Economic modelling
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of empirical finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Econometric reviews
2
Global finance journal
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Applied financial economics letters
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
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ECONIS (ZBW)
28
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1
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:
2
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:
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
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:
5
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
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
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
9
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
10
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:
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