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~accessRights:"restricted"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Korea and the world economy"
~isPartOf:"Quantitative finance"
~person:"Jiang, Fuwei"
~person:"Ma, Feng"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Capital income"
~subject:"China"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"Ölpreis"
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Capital income
China
Oil price
Portfolio selection
Stock market
Ölpreis
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Share price
2
BRICS countries
1
BRICS stock markets
1
BRICS-Staaten
1
Chinese stock market
1
Commodity derivative
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Correlation
1
Economic forecast
1
Erdöl
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Forecast
1
Hedging
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Jumps
1
Korrelation
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MS-MIDAS
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Oil futures
1
Petroleum
1
Prognose
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Realized volatility
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Rohstoffderivat
1
Structural break
1
Strukturbruch
1
Time series analysis
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Wirtschaftsprognose
1
Zeitreihenanalyse
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combination forecast
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economic variable
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multivariate DCC-FIAPARCH model
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Jiang, Fuwei
Ma, Feng
Yin, Libo
Yoon, Seong-min
Escobar, Marcos
4
Cheng, Yuyang
2
Agarwal, Ankush
1
Ahmed, Shamim
1
Ahn, Kwangwon
1
Ajayi, Richard A.
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Arkorful, Gideon Bruce
1
Baule, Rainer
1
Bekierman, Jeremias
1
Bley, Jorg
1
Bouchouev, Ilia
1
Bu, Ruijun
1
Będowska-Sójka, Barbara
1
Cai, Haidong
1
Cai, Weixian
1
Canabarro, Askery
1
Chang, Kuang-Liang
1
Chen, Bin
1
Chen, Haiqiang
1
Chen, Jian
1
Chen, Jiaqi
1
Chen, Jing
1
Chen, Qian
1
Chen, Yibing
1
Chen, Yong
1
Chen, Yongwei
1
Chen, Zewei
1
Chi, Xie
1
Chow, Hwee-kwan
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Demir, Ender
1
Demiralay, Sercan
1
Deng, Hanzhong
1
Dungey, Mardi H.
1
Endres, Sylvia
1
Entrop, Oliver
1
Fang, Kuangnan
1
Fang, Nengsheng
1
Ferrando, Sebastian
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Korea and the world economy
Quantitative finance
Energy economics
26
Applied economics
11
International review of economics & finance : IREF
10
International review of financial analysis
9
Economic modelling
6
International journal of finance & economics : IJFE
5
Journal of forecasting
4
Pacific-Basin finance journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
International journal of forecasting
3
Journal of empirical finance
3
China finance review international
2
Finance research letters
2
Research in international business and finance
2
Australian economic papers
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
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1
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
2
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
3
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
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