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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Boughrara, Adel"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Lucey, Brian M."
~person:"Ma, Feng"
~person:"Mills, Terence C."
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Fractional integration
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Boughrara, Adel
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Lucey, Brian M.
Ma, Feng
Mills, Terence C.
Gupta, Rangan
15
Bouri, Elie
10
Kanas, Angelos
8
McMillan, David G.
8
Tiwari, Aviral Kumar
7
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6
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6
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5
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4
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Hassan, M. Kabir
4
Li, Xiafei
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4
Serletis, Apostolos
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Siklos, Pierre L.
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Wei, Yu
4
Xuan Vinh Vo
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Ahmed, Walid M. A.
3
Azhar Mohamad
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Bask, Mikael
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International journal of finance & economics : IJFE
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
34
Energy economics
29
Finance research letters
26
International review of financial analysis
26
Applied economics letters
25
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19
International review of economics & finance : IREF
17
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Research in international business and finance
12
Applied financial economics
9
Economics letters
8
Journal of economics and finance
8
Bulletin of economic research
7
The European journal of finance
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of international financial markets, institutions & money
6
Journal of international money and finance
6
Tourism economics : the business and finance of tourism and recreation
6
Empirica : journal of european economics
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
Journal of economics and finance : JEF
5
Oxford bulletin of economics and statistics
5
Explorations in economic history : EEH
4
International journal of forecasting
4
International journal of theoretical and applied finance
4
Journal of economic studies
4
Journal of economic surveys
4
Review of development finance
4
Review of financial economics : RFE
4
Scottish journal of political economy : the journal of the Scottish Economic Society
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics letters
3
Computational economics
3
Emerging markets review
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Emerging markets, finance and trade : EMFT
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
37
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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
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
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
Liquidity and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
Saved in:
5
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
6
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
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:
9
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:
10
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
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