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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"
~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:"article"
~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
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
USA
Volatility
37
Volatilität
37
Börsenkurs
22
Share price
22
Forecasting model
21
Prognoseverfahren
21
ARCH model
17
ARCH-Modell
17
Capital income
17
Aktienmarkt
16
Stock market
16
Estimation
13
Volatility forecasting
9
Risiko
7
Risk
7
Time series analysis
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Zeitreihenanalyse
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Theorie
6
Theory
6
Welt
6
World
6
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5
Spillover-Effekt
5
China
4
Economic policy
4
Forecast
4
Oil price
4
Prognose
4
Wechselkurs
4
Wirtschaftspolitik
4
realized volatility
4
Ölpreis
4
Großbritannien
3
Impact assessment
3
Stock returns
3
United Kingdom
3
VAR model
3
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Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
Language
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English
Hungarian
Author
All
Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Balcilar, Mehmet
6
Xuan Vinh Vo
6
Zhu, Huiming
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Wohar, Mark E.
5
Yin, Libo
5
Yoon, Seong-min
5
Bahmani-Oskooee, Mohsen
4
Caporin, Massimiliano
4
Gubareva, Mariya
4
Huang, Alex
4
Mensi, Walid
4
Pierdzioch, Christian
4
Umar, Zaghum
4
Wang, Jiqian
4
Wang, Yudong
4
Ap Gwilym, Owain
3
Balli, Faruk
3
Bouri, Elie
3
Brooks, Robert
3
Chang, Chia-Lin
3
Copeland, Laurence S.
3
Goutte, Stéphane
3
Hernandez, Jose Arreola
3
Ho, Kin-Yip
3
Kim, Jong-Min
3
Koutmos, Gregory
3
Kumar, Dilip
3
Malik, Farooq
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
Shi, Yanlin
3
Sosvilla-Rivero, Simón
3
Todorova, Neda
3
Wei, Yu
3
Wu, Chunchi
3
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Applied economics
Discussion papers of interdisciplinary research project 373
International review of economics & finance : IREF
The European journal of finance
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
8
International journal of finance & economics : IJFE
7
Journal of forecasting
7
Applied economics letters
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
Economic modelling
4
Journal of multinational financial management
4
Annals of financial economics
3
China finance review international
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International journal of forecasting
3
Journal of international financial markets, institutions & money
3
The journal of futures markets
3
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
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Advances in Pacific Basin financial markets
1
American economic journal : a journal of the American Economic Association
1
Applied financial economics letters
1
Applied mathematical finance
1
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ECONIS (ZBW)
22
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1
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22
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date (newest first)
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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