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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:"European review of economics and finance"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Review of development finance"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~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:"Kointegration"
~subject:"Saisonale Schwankungen"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
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Zeitreihenanalyse
17
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13
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Gil-Alaña, Luis A.
Ma, Feng
Caporale, Guglielmo Maria
8
Payne, James E.
7
Kanas, Angelos
6
Cheung, Yin-Wong
5
Liang, Chao
5
Turner, Lindsay W.
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Li, Xiafei
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Yaya, OlaOluwa S.
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3
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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)
European review of economics and finance
International journal of finance & economics : IJFE
Review of development finance
Tourism economics : the business and finance of tourism and recreation
Applied economics
27
Energy economics
24
Applied economics letters
18
International review of financial analysis
14
Economic modelling
12
International review of economics & finance : IREF
12
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of economics and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirica : journal of european economics
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Applied financial economics
4
Journal of economics and finance : JEF
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
Review of financial economics : RFE
3
The North American journal of economics and finance : a journal of financial economics studies
3
The South African journal of economics
3
The journal of futures markets
3
African development review
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
China finance review international
2
Defence and peace economics
2
Economia internazionale
2
Emerging markets, finance and trade : EMFT
2
Journal of banking & finance
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ECONIS (ZBW)
30
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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
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:
4
Tourist arrivals and overnight stays along the Croatian Adriatic Coast : changes in persistence and seasonality from the COVID-19 disruption
Payne, James E.
;
Gil-Alaña, Luis A.
;
Mervar, Andrea
; …
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1679-1693
Persistent link: https://www.econbiz.de/10014384529
Saved in:
5
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:
6
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:
7
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:
8
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
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
Saved in:
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