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subject:"Volatilität"
~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:"Finance research letters"
~isPartOf:"International review of financial analysis"
~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"
~person:"Sensoy, Ahmet"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
USA
Estimation
30
Schätzung
30
Capital income
13
Kapitaleinkommen
13
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24
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Chung, Richard
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Sensoy, Ahmet
Bahmani-Oskooee, Mohsen
7
Gil-Alaña, Luis A.
6
Gupta, Rangan
6
Yarovaya, Larisa
5
Bouri, Elie
4
Xuan Vinh Vo
4
Zhang, Yaojie
4
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Christiansen, Charlotte
3
Corbet, Shaen
3
Cummins, Mark
3
Gabauer, David
3
Kim, Jae H.
3
Lau, Chi Keung
3
Lee, Hsiang-Tai
3
Li, Xiao
3
Li, Yan
3
Lyócsa, Štefan
3
Narayan, Paresh Kumar
3
Narayan, Seema
3
Panagiōtidēs, Theodōros
3
Roubaud, David
3
Shen, Dehua
3
Shi, Yanlin
3
Smales, Lee A.
3
Thornton, John
3
Tiwari, Aviral Kumar
3
Urquhart, Andrew
3
Wu, Po-Chin
3
Wu, Xinyu
3
Aftab, Muhammad
2
Aharon, David Y.
2
Akyildirim, Erdinc
2
Altunbaş, Yener
2
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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
Finance research letters
International review of financial analysis
Review of financial economics : RFE
Applied economics
6
Applied economics letters
6
Energy economics
6
Economic modelling
5
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of international money and finance
4
Research in international business and finance
4
Applied financial economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of economics & finance : IREF
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
Financial innovation : FIN
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
International Journal of Financial Studies : open access journal
1
International advances in economic research
1
International journal of computational economics and econometrics
1
International journal of economics and financial issues : IJEFI
1
International review of applied economics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of the Asia Pacific economy
1
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ECONIS (ZBW)
24
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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
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
4
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
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
The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc
;
Corbet, Shaen
;
Lucey, Brian M.
; …
- In:
Finance research letters
33
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430938
Saved in:
7
Impact of portfolio flows and heterogeneous expectations on FX jumps: evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
68
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012300936
Saved in:
8
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:
9
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
10
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:
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