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~isPartOf:"African journal of economic and sustainable development"
~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Applied financial economics"
~isPartOf:"China finance review international"
~isPartOf:"European review of economics and finance"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Zeitreihenanalyse
18
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12
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10
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10
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Gil-Alaña, Luis A.
Ma, Feng
McMillan, David G.
18
Power, David M.
9
Caporale, Guglielmo Maria
8
Kanas, Angelos
8
Gupta, Rangan
7
Liang, Chao
7
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7
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6
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6
Jawadi, Fredj
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5
Choudhry, Taufiq
5
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5
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5
Li, Xiafei
5
Poshakwale, Sunil S.
5
Sinclair, C. Donald
5
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5
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5
Apergēs, Nikolaos
4
Asai, Manabu
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Wei, Yu
4
Xuan Vinh Vo
4
Yang, Jian
4
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4
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4
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African journal of economic and sustainable development
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Applied financial economics
China finance review international
European review of economics and finance
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International journal of finance & economics : IJFE
Applied economics
25
Energy economics
24
Applied economics letters
18
International review of financial analysis
16
International review of economics & finance : IREF
13
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11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Research in international business and finance
9
Finance research letters
8
Journal of forecasting
8
Journal of economics and finance
6
Tourism economics : the business and finance of tourism and recreation
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirica : journal of european economics
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Review of development finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economics letters
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
The journal of futures markets
3
Applied econometrics and international development
2
CBN journal of applied statistics
2
Defence and peace economics
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Economia internazionale
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Emerging markets, finance and trade : EMFT
2
Journal of international financial markets, institutions & money
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Journal of international money and finance
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Recherches économiques de Louvain
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ECONIS (ZBW)
31
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1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
3
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
Saved in:
4
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
5
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
6
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:
7
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
8
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
9
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:
10
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
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