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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:"Saisonale Schwankungen"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Developing countries
Fractional integration
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Zeitreihenanalyse
17
Estimation
13
Schätzung
13
Volatilität
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10
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10
fractional integration
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persistence
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Gil-Alaña, Luis A.
Ma, Feng
Caporale, Guglielmo Maria
6
Kanas, Angelos
6
Liang, Chao
5
Turner, Lindsay W.
5
Gupta, Rangan
4
Li, Xiafei
4
Payne, James E.
4
Wei, Yu
4
Yaya, OlaOluwa S.
4
Cheung, Yin-Wong
3
Choudhry, Taufiq
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Cuñado Eizaguirre, Juncal
3
Hall, Stephen G.
3
Jawadi, Fredj
3
Kouretas, Georgios P.
3
Kulendran, Nada
3
Marsh, Ian
3
Mervar, Andrea
3
Mills, Terence C.
3
Perez de Gracia, Fernando
3
Salisu, Afees A.
3
Shahbaz, Muhammad
3
Sola, Martin
3
Vergori, Anna Serena
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Xuan Vinh Vo
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Agénor, Pierre-Richard
2
Al-Faryan, Mamdouh Abdulaziz Saleh
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Azhar Mohamad
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Brida, Juan Gabriel
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2
Chang, Bisharat Hussain
2
Chen, Zhonglu
2
Croes, Robertico
2
Davies, Brian
2
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2
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2
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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
25
Energy economics
24
Applied economics letters
17
International review of financial analysis
14
International review of economics & finance : IREF
12
Economic modelling
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
8
Journal of forecasting
8
Research in international business and finance
8
Journal of economics and finance
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Empirica : journal of european 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
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of futures markets
3
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
Journal of economic studies
2
Journal of international money and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Recherches économiques de Louvain
2
Review of financial economics : RFE
2
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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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