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~isPartOf:"Applied economics letters"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~person:"Su, Liangjun"
~source:"econis"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Forecast"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Estimation theory
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24
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21
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fractional integration
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Gil-Alaña, Luis A.
Ma, Feng
Su, Liangjun
Chang, Tsangyao
37
Gupta, Rangan
31
Phillips, Peter C. B.
26
Linton, Oliver
24
Pierdzioch, Christian
21
Fudenberg, Drew
19
Li, Qi
19
Su, Chi-Wei
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Lee, Lung-fei
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Wooldridge, Jeffrey M.
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Baghestani, Hamid
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Caporale, Guglielmo Maria
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Hahn, Jinyong
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Krämer, Walter
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Apergēs, Nikolaos
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Bahmani-Oskooee, Mohsen
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Baltagi, Badi H.
14
Kapetanios, George
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Narayan, Paresh Kumar
14
Ullah, Aman
14
Wang, Yudong
14
Leybourne, Stephen James
13
Samuelson, Larry
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Tiwari, Aviral Kumar
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Österholm, Pär
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Carroll, Raymond J.
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Han, Chirok
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Huang, Ho-chuan
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Pesaran, M. Hashem
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Saikkonen, Pentti
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Stengos, Thanasēs
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White, Halbert
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Chen, Songnian
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Dekel-Tabak, Eddie
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Applied economics letters
Econometric theory
Economic modelling
Economics letters
Journal of economic theory
Journal of empirical finance
Journal of the American Statistical Association : JASA
Review of financial economics : RFE
Technological forecasting & social change : an international journal
Journal of econometrics
23
Applied economics
21
Energy economics
20
International review of financial analysis
14
International review of economics & finance : IREF
13
International journal of finance & economics : IJFE
11
Finance research letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of forecasting
7
Research in international business and finance
6
Econometric reviews
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International journal of forecasting
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
African development review
2
China finance review international
2
Cogent economics & finance
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of international economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
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1
The interaction of climate risk and bank liquidity : an emerging market perspective for transitions to low carbon energy
Lang, Qiaoqi
;
Ma, Feng
;
Mirza, Nawazish
;
Umar, Muhammad
- In:
Technological forecasting & social change : an …
191
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014331374
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Climate policy uncertainty and world renewable energy index volatility forecasting
Liang, Chao
;
Umar, Muhammad
;
Ma, Feng
;
Toan Luu Duc Huynh
- In:
Technological forecasting & social change : an …
182
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449113
Saved in:
4
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
5
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
6
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
7
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
Saved in:
8
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
9
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
10
Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie
;
Ma, Feng
;
Wang, Yudong
- In:
Journal of empirical finance
54
(
2019
),
pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
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