//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~person:"Ma, Feng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
28
ARCH-Modell
28
Volatility
28
Volatilität
28
Forecasting model
26
Prognoseverfahren
26
Oil price
18
Ölpreis
18
Volatility forecasting
17
Commodity derivative
14
Rohstoffderivat
14
Aktienmarkt
10
Börsenkurs
10
Share price
10
Stock market
10
Welt
9
World
9
Estimation
8
Schätzung
8
Erdöl
6
Petroleum
6
Capital income
4
Forecast
4
Kapitaleinkommen
4
Prognose
4
Realized volatility
4
Risiko
4
Risk
4
China
3
Geopolitics
3
Geopolitik
3
HAR-RV-type models
3
Markov chain
3
Markov-Kette
3
Oil market
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Ölmarkt
3
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Ma, Feng
Bouri, Elie
13
Zhang, Yaojie
12
Hammoudeh, Shawkat
10
Wei, Yu
10
Liang, Chao
8
Wang, Yudong
8
Yoon, Seong-min
8
Nguyen, Duc Khuong
7
Tiwari, Aviral Kumar
7
Wen, Fenghua
7
Blazsek, Szabolcs
6
Chevallier, Julien
6
Degiannakis, Stavros
6
Guesmi, Khaled
6
Wang, Lu
6
Do, Hung Xuan
5
Gong, Xu
5
Gupta, Rangan
5
Huang, Dengshi
5
Lee, Chien-chiang
5
Li, Yan
5
Liu, Jing
5
Lu, Xinjie
5
Sadorsky, Perry A.
5
Uddin, Mohammed Gazi Salah
5
Brooks, Robert
4
Filis, George
4
Hasanov, Akram Shavkatovich
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Lai, Xiaodong
4
Lin, Boqiang
4
McAleer, Michael
4
Serletis, Apostolos
4
Wang, Jiqian
4
Zhang, Bing
4
Zhang, Yue-jun
4
Alqahtani, Faisal
3
Baum, Christopher F.
3
more ...
less ...
Published in...
All
Applied economics
Energy economics
International review of financial analysis
International review of economics & finance : IREF
6
International journal of finance & economics : IJFE
5
Finance research letters
4
Economic modelling
3
International journal of forecasting
3
Journal of forecasting
3
Applied economics letters
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
2
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
3
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
4
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
6
Oil price volatility predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
7
The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Niu, Zibo
;
Ma, Feng
;
Zhang, Hongwei
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350769
Saved in:
8
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
9
Natural gas volatility predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
10
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->