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~isPartOf:"Applied economics"
~isPartOf:"CESifo working papers"
~person:"Ma, Feng"
~subject:"Aktienmarkt"
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Aktienmarkt
Börsenkurs
5
Share price
5
Stock market
5
Volatility
5
Volatilität
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Volatility forecasting
3
Capital income
2
China
2
Kapitaleinkommen
2
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1
DCC-GARCH
1
EU countries
1
EU-Staaten
1
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1
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1
Europa
1
Europe
1
European market
1
High-frequency data
1
Impact assessment
1
Lasso and elastic net
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1
Monthly realized volatility
1
Risiko
1
Risikomaß
1
Risk
1
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1
Statistical test
1
Statistischer Test
1
Tail risk
1
Time series analysis
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US market
1
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Ma, Feng
Caporale, Guglielmo Maria
32
Gil-Alaña, Luis A.
14
Spagnolo, Nicola
10
Jawadi, Fredj
9
Jawadi, Nabila
6
Roca, Eduardo
6
Yoon, Seong-min
6
Cheffou, Abdoulkarim Idi
5
Hammoudeh, Shawkat
5
Nguyen, Duc Khuong
5
Zhang, Yaojie
5
Abakah, Emmanuel Joel Aikins
4
Grobys, Klaus
4
Li, Bin
4
Plastun, Alex
4
Ramiah, Vikash
4
Tiwari, Aviral Kumar
4
Ferrer, Román
3
Gupta, Rangan
3
Heinlein, Reinhold
3
Jammazi, Rania
3
Jareño, Francisco
3
Jena, Sangram Keshari
3
Kim, Jae H.
3
Kočenda, Evžen
3
Kyriacou, Kyriacos
3
Mahadeo, Scott M. R.
3
Moosa, Imad A.
3
Nartea, Gilbert V.
3
Poza, Carlos
3
Rault, Christophe
3
Rottmann, Horst
3
Shahzad, Syed Jawad Hussain
3
Shen, Chung-hua
3
Sosvilla-Rivero, Simón
3
Spagnolo, Fabio
3
Wohar, Mark E.
3
You, Kefei
3
Zaremba, Adam
3
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Applied economics
CESifo working papers
International review of financial analysis
6
International review of economics & finance : IREF
5
Economic modelling
4
Energy economics
4
Finance research letters
4
International journal of forecasting
3
China finance review international
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Applied economics letters
1
Journal of economic behavior & organization : JEBO
1
Journal of management science and engineering
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Pacific-Basin finance journal
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The journal of futures markets
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ECONIS (ZBW)
5
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
Does the US
stock
market
information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
3
Economic policy uncertainty and the Chinese
stock
market
volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
4
Forecasting the aggregate
stock
market
volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
5
Forecasting the realized volatility in the Chinese
stock
market
: further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
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