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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:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Chung, Richard"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Effizienzmarkthypothese
Estimation
Panel study
Stock market
USA
Schätzung
12
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Volatility
6
ARCH model
5
ARCH-Modell
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Portfolio selection
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Portfolio-Management
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Aktienmarkt
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Volatility forecasting
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Oil price
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Risikomaß
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United States
3
Ölpreis
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Calendar effect
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Expected shortfall
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Forecast
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Prognose
2
Ramadan effect
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Risiko
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Risk
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Stock return
2
Stock return predictability
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Value-at-risk
2
1982-1995
1
1984-1994
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Aktienindex
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Al-Khazali, Osamah
Chung, Richard
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Bahmani-Oskooee, Mohsen
11
Caporale, Guglielmo Maria
10
Brooks, Robert
7
Gil-Alaña, Luis A.
7
Coakley, Jerry
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Belke, Ansgar
5
Faff, Robert W.
5
Hamori, Shigeyuki
5
Lucey, Brian M.
5
Madura, Jeff
5
Akhigbe, Aigbe O.
4
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Becchetti, Leonardo
4
Bouri, Elie
4
Brooks, Chris
4
Gupta, Rangan
4
Hudson, Robert
4
Masih, Rumi
4
McMillan, David G.
4
Narayan, Paresh Kumar
4
Payne, James E.
4
Urquhart, Andrew
4
Antonakakis, Nikolaos
3
Ap Gwilym, Owain
3
Balcilar, Mehmet
3
Baum, Christopher F.
3
Bredin, Donal
3
Breuss, Fritz
3
Chatrath, Arjun
3
Chortareas, Georgios E.
3
Cummins, Mark
3
Danbolt, Jo
3
Darrat, Ali F.
3
Deesomsak, Rataporn
3
Dowling, Michael
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
Review of financial economics : RFE
Journal of applied econometrics
8
Energy economics
7
Applied economics
4
Finance research letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Economic modelling
3
Journal of empirical finance
3
Applied economics letters
2
Global finance journal
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International journal of computational economics and econometrics
1
Journal of banking & finance
1
Journal of international financial management and accounting
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Journal of the Asia Pacific economy
1
Operational research : an international journal
1
Research in economics : an international review of economics
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Middle East business and economic review
1
The energy journal
1
The experiment in applied econometrics
1
The journal of futures markets
1
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ECONIS (ZBW)
12
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12
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
9
Revisiting fast profit investor sentiment and stock returns during Ramadan
Al-Khazali, Osamah
- In:
International review of financial analysis
33
(
2014
),
pp. 158-170
Persistent link: https://www.econbiz.de/10010520062
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
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