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subject:"Volatility"
~isPartOf:"International review of financial analysis"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
United States
Volatilität
Estimation
6
Forecasting model
6
Schätzung
6
Börsenkurs
5
Share price
5
Aktienmarkt
4
Capital income
4
Kapitaleinkommen
4
Stock market
4
ARCH model
2
ARCH-Modell
2
Economic constraints
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Stock return predictability
2
Volatility forecasting
2
Ölpreis
2
Asset allocation
1
Asymmetric loss
1
Asymmetric oil returns
1
Commodity derivative
1
Connectedness
1
Crude oil market volatility
1
Diffusion models
1
Economic policy
1
Financial crisis
1
Finanzkrise
1
Forecast
1
Forecast outlier
1
Forecasting
1
Geopolitical risk
1
Geopolitics
1
Geopolitik
1
Global financial uncertainty
1
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Article in journal
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English
6
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Gupta, Rangan
Ma, Feng
Xuan Vinh Vo
4
Bouri, Elie
3
Degiannakis, Stavros
3
Nonejad, Nima
3
Aharon, David Y.
2
Bilgin, Mehmet Huseyin
2
Brooks, Robert
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Coakley, Jerry
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
In, Francis Haeuck
2
Kim, Jae H.
2
Liu, Jia
2
Pierdzioch, Christian
2
Roubaud, David
2
Salisu, Afees A.
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Urquhart, Andrew
2
Wu, Eliza
2
Yarovaya, Larisa
2
Zaremba, Adam
2
Abad Díaz, David
1
Agarwalla, Sobhesh Kumar
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Ali, Md Hakim
1
Alsakka, Rasha
1
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International review of financial analysis
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
Energy economics
10
Applied economics letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Research in international business and finance
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Economics, management and financial markets
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Contemporary economics
1
Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
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ECONIS (ZBW)
6
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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 stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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 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:
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:
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