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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH model
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4
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Chen, Cathy W. S.
Ma, Feng
McAleer, Michael
Karanasos, Menelaos
3
Wu, Xinyu
3
Bauwens, Luc
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Berument, Hakan
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Chen Zhou
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Conrad, Christian
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Dark, Jonathan
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Applied economics letters
Journal of empirical finance
Energy economics
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International review of economics & finance : IREF
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International journal of forecasting
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International review of financial analysis
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ECONIS (ZBW)
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1
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:
2
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
3
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
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