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~accessRights:"restricted"
~person:"Apergēs, Nikolaos"
~person:"Ma, Feng"
~subject:"Estimation"
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Estimation
Volatility
54
Volatilität
54
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48
Prognoseverfahren
48
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39
ARCH model
36
ARCH-Modell
36
Welt
35
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35
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26
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22
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Apergēs, Nikolaos
Ma, Feng
Gupta, Rangan
73
Bahmani-Oskooee, Mohsen
45
Gil-Alaña, Luis A.
40
Balcilar, Mehmet
27
Tiwari, Aviral Kumar
26
Massa, Massimo
22
Ours, Jan C. van
22
Shahbaz, Muhammad
21
Wohar, Mark E.
21
Rodríguez-Pose, Andrés
20
Zhu, Huiming
20
Egger, Peter
19
Hammoudeh, Shawkat
19
Lee, Chien-chiang
19
Lechner, Michael
18
Pierdzioch, Christian
17
Wagner, Joachim
17
Zaremba, Adam
17
Kang, Sang Hoon
16
Salisu, Afees A.
16
Yoon, Seong-min
16
Caporale, Guglielmo Maria
15
Forni, Mario
15
Xuan Vinh Vo
15
Gambetti, Luca
14
Peydró, José-Luis
14
Chang, Tsangyao
13
Marcellino, Massimiliano
13
Mensi, Walid
13
Wang, Yudong
13
Bouri, Elie
12
Polemis, Michael
12
Sala, Luca
12
Van Reenen, John
12
Yin, Libo
12
Afonso, António
11
Gozgor, Giray
11
Jalles, João Tovar
11
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Energy economics
10
Applied economics
6
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
Defence and peace economics
1
Economics letters
1
Finance research letters
1
International journal of the economics of business
1
International review of economics & finance : IREF
1
International review of economics : journal of civil economy
1
Journal of international commerce, economics and policy
1
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1
The Australian journal of agricultural and resource economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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The open economics journal
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ECONIS (ZBW)
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1
Religion groups and portfolio choice decisions : evidence from UK households
Apergēs, Nikolaos
- In:
Finance research letters
54
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472720
Saved in:
2
Is CAPM a behavioral model? : estimating sentiments from rationalism
Apergēs, Nikolaos
;
Ur Rehman, Mobeen
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
4
,
pp. 442-449
Persistent link: https://www.econbiz.de/10012009749
Saved in:
3
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
4
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
5
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
6
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
7
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
8
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
9
ICT capital formation, unemployment, and the Solow Paradox
Apergis, Emmanuel
;
Apergēs, Nikolaos
;
Saunoris, James W.
- In:
International journal of the economics of business
30
(
2023
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014291833
Saved in:
10
The role of insurance growth in economic growth : fresh evidence from a panel of OECD countries
Apergēs, Nikolaos
;
Poufinas, Thomas
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012642444
Saved in:
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