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~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Caporale, Guglielmo Maria"
~person:"Carlson, Mark"
~person:"Gil-Alaña, Luis A."
~person:"Liang, Chao"
~person:"Ma, Feng"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Caporale, Guglielmo Maria
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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ECONIS (ZBW)
16
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1
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:
2
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
9
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International journal of finance & economics : IJFE
22
(
2017
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011960264
Saved in:
10
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
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