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~isPartOf:"Applied economics"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
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Kapitaleinkommen
Liquiditätseffekt
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Volatility
40
Volatilität
40
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24
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21
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21
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realized volatility
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Andersen, Torben
11
Davis, Steven J.
11
Diebold, Francis X.
10
Haltiwanger, John C.
10
Bekaert, Geert
9
Aït-Sahalia, Yacine
7
Bollerslev, Tim
7
Balcilar, Mehmet
6
Xuan Vinh Vo
6
Zhu, Huiming
6
Campbell, John Y.
5
Engle, Robert F.
5
Glaeser, Edward L.
5
Hall, Robert Ernest
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Rose, Andrew
5
Schwert, George William
5
Wohar, Mark E.
5
Yin, Libo
5
Yoon, Seong-min
5
Ang, Andrew
4
Bahmani-Oskooee, Mohsen
4
Caporin, Massimiliano
4
Edwards, Sebastian
4
Gubareva, Mariya
4
Harvey, Campbell R.
4
Herwartz, Helmut
4
Huang, Alex
4
Härdle, Wolfgang
4
Itō, Takatoshi
4
Jaimovich, Nir
4
Kelly, Bryan T.
4
Lettau, Martin
4
Mensi, Walid
4
Mertens, Antje
4
Moffitt, Robert A.
4
Nieuwerburgh, Stijn van
4
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Applied economics
Discussion papers of interdisciplinary research project 373
International review of economics & finance : IREF
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Department of Economics working paper series
31
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Tinbergen Institute
10
Finance research letters
8
International journal of finance & economics : IJFE
7
Journal of forecasting
7
Applied economics letters
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied financial economics
5
International review of financial analysis
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Economic modelling
4
Journal of multinational financial management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
China finance review international
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric Institute research papers
3
Economics letters
3
Emerging markets, finance and trade : EMFT
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International journal of forecasting
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Working paper
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2
CORE discussion paper : DP
2
CORE discussion papers : DP
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Defence and peace economics
2
Economic systems
2
Economics and Business Letters : EBL
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
27
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27
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date (oldest first)
1
Liquidity and realized
volatility
prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Singlehanded or joint race? : stock market
volatility
prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
3
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:
4
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
5
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
6
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:
7
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
8
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
Harnessing the decomposed realized measures for
volatility
forecasting : evidence from the US stock market
Lu, Botao
;
Ma, Feng
;
Wang, Jiqian
;
Ding, Hui
;
Wahab, M. …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
Saved in:
10
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:
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