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~isPartOf:"Applied economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Ma, Feng"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Capital income
Estimation
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KMU
Konsumentenverhalten
Monetary policy
Volatilität
Volatility
8
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Prognoseverfahren
6
Aktienmarkt
5
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5
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5
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economic policy uncertainty
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Ma, Feng
Bahmani-Oskooee, Mohsen
24
Gupta, Rangan
19
Moosa, Imad A.
19
Gil-Alaña, Luis A.
15
Jawadi, Fredj
14
Umar, Zaghum
11
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10
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10
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10
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10
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9
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9
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8
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8
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8
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7
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7
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7
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7
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6
Balli, Hatice Ozer
6
Berument, Hakan
6
Chang, Tsangyao
6
Ftiti, Zied
6
Haan, Jakob de
6
Hernandez, Jose Arreola
6
Moessner, Richhild
6
Selvanathan, Saroja
6
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6
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6
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5
Balli, Faruk
5
Barros, Carlos Pestana
5
Cassou, Steven Peter
5
Clements, Kenneth W.
5
Escribano, Álvaro
5
Franses, Philip Hans
5
French, Michael T.
5
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5
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Applied economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
22
International review of financial analysis
15
Finance research letters
9
Economic modelling
8
International review of economics & finance : IREF
8
International journal of finance & economics : IJFE
7
Applied economics letters
4
Journal of forecasting
4
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
The journal of futures markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
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1
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ECONIS (ZBW)
8
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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
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
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
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:
6
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
7
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
8
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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