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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"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~person:"Xuan Vinh Vo"
~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
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10
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8
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Gil-Alaña, Luis A.
Ma, Feng
Xuan Vinh Vo
Kanas, Angelos
6
Liang, Chao
6
Caporale, Guglielmo Maria
5
Gupta, Rangan
5
Kouretas, Georgios P.
4
Li, Xiafei
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3
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3
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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
Applied economics
27
Energy economics
25
International review of financial analysis
21
International review of economics & finance : IREF
19
Applied economics letters
18
Finance research letters
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
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of forecasting
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
Tourism economics : the business and finance of tourism and recreation
6
Applied financial economics
5
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
Journal of international financial markets, institutions & money
5
Afro-Asian Journal of Finance and Accounting : AAJFA
4
Empirica : journal of european economics
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Pacific-Basin finance journal
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Review of development finance
4
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Economics letters
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Financial innovation : FIN
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International journal of forecasting
3
International journal of theoretical and applied finance
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Applied econometrics and international development
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Borsa Istanbul Review
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CBN journal of applied statistics
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ECONIS (ZBW)
22
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1
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
2
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
3
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:
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
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
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
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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