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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"International journal of forecasting"
~person:"Klein, Tony"
~person:"Liao, Yin"
~person:"Ma, Feng"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Financial market
Forecasting model
Oil price
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Ölpreis
Prognoseverfahren
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Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
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3
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3
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2
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Klein, Tony
Liao, Yin
Ma, Feng
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Gerlach, Richard
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Taylor, James W.
3
Taylor, Nicholas
3
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He, Mengxi
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Hou, Chenghan
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Izzeldin, Marwan
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Luo, Jiawen
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Lyócsa, Štefan
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CESifo Working Paper Series
International journal of forecasting
Energy economics
34
International review of financial analysis
12
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11
International review of economics & finance : IREF
11
International journal of finance & economics : IJFE
8
Finance research letters
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5
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The North American journal of economics and finance : a journal of financial economics studies
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3
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3
Pacific-Basin finance journal
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The Korean economic review
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Australian economic papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of banking & finance
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Journal of management science and engineering
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Journal of risk and financial management : JRFM
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Modern economy
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Research in international business and finance
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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 realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
3
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
4
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:
5
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:
6
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada
;
Liao, Yin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Saved in:
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