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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"International journal of forecasting"
~person:"Amendola, Alessandra"
~person:"Ma, Feng"
~person:"Spagnolo, Nicola"
~person:"Taylor, Nicholas"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Financial market
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Prognoseverfahren
7
Volatility
7
Volatilität
7
Aktienmarkt
5
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4
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Forecasting
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Amendola, Alessandra
Ma, Feng
Spagnolo, Nicola
Taylor, Nicholas
Yin, Libo
Yoon, Seong-min
Clements, Adam
4
Gallo, Giampiero M.
3
Gerlach, Richard
3
Taylor, James W.
3
Wang, Yudong
3
Zhang, Yaojie
3
Becker, Ralf
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Cathy W. S.
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Demetrescu, Matei
2
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2
Gupta, Rangan
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Liao, Yin
2
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Luo, Jiawen
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Lyócsa, Štefan
2
Otranto, Edoardo
2
Poon, Aubrey
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Rombouts, Jeroen V. K.
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Ruiz, Esther
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Storti, Giuseppe
2
Wahab, M. I. M.
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Ahmed, Shamim
1
Ahoniemi, Katja
1
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1
Andrada Félix, Julián
1
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1
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CESifo Working Paper Series
International journal of forecasting
Energy economics
32
International review of financial analysis
12
Applied economics
11
International review of economics & finance : IREF
11
Economic modelling
7
International journal of finance & economics : IJFE
7
Journal of forecasting
7
Applied economics letters
5
Economics letters
5
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of empirical finance
3
The Korean economic review
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of international financial markets, institutions & money
2
Korea and the world economy
2
Pacific-Basin finance journal
2
Review of international economics
2
Applied financial economics
1
Australian economic papers
1
China economic review : an international journal
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Dae oe gyeong je yeon gu
1
Economics / Journal articles : the open-access, open-assessment journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
IMA journal of management mathematics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of economic integration
1
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Modern economy
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1
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
2
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
3
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
4
A Model Confidence Set approach to the combination of multivariate volatility forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
5
Forecasting returns in the VIX futures market
Taylor, Nicholas
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
Saved in:
6
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
Saved in:
7
Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
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