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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~person:"Baruník, Jozef"
~person:"Fang, Libing"
~person:"Ma, Feng"
~person:"Su, Jen-je"
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Search: subject_exact:"Volatilität"
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Volatility
11
Volatilität
11
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8
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6
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6
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5
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Baruník, Jozef
Fang, Libing
Ma, Feng
Su, Jen-je
Li, Bin
4
Todorova, Neda
4
Zhang, Yaojie
4
Cross, Jamie
3
Huang, Zhuo
3
Liu, Jing
3
Pal, Debdatta
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Wang, Tianyi
3
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2
Ahmed, Abdullahi Dahir
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Balcilar, Mehmet
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2
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2
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2
Louhichi, Waël
2
Petitjean, Mikael
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2
Salisu, Afees A.
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Economic modelling
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International review of financial analysis
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International review of economics & finance : IREF
9
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7
Finance research letters
6
Journal of forecasting
5
Applied economics letters
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International journal of forecasting
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China finance review international
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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ECONIS (ZBW)
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1
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
2
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
3
Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
Saved in:
4
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
5
Forecasting gold futures market volatility using macroeconomic variables in the United States
Fang, Libing
;
Yu, Honghai
;
Xiao, Wen
- In:
Economic modelling
72
(
2018
),
pp. 249-259
Persistent link: https://www.econbiz.de/10012100333
Saved in:
6
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
7
The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Fang, Libing
;
Yu, Honghai
;
Li, Lei
- In:
Economic modelling
66
(
2017
),
pp. 139-145
Persistent link: https://www.econbiz.de/10011813695
Saved in:
8
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
9
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
10
Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
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