//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Challenge"
~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Economic policy"
~subject:"GARCH-MIDAS"
~subject:"Public debt"
~subject:"Share price"
~subject:"realized volatility"
~type_genre:"Article in journal"
~type_genre:"Rezension"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 18 applied filters
Year of publication
From:
To:
Subject
All
Economic policy
GARCH-MIDAS
Public debt
Share price
realized volatility
Volatility
10
Volatilität
10
Börsenkurs
8
Estimation
8
Schätzung
8
Forecasting model
7
Prognoseverfahren
7
Theorie
7
Theory
7
ARCH model
5
ARCH-Modell
5
Welt
5
World
5
Capital income
4
Commodity derivative
4
EU countries
4
EU-Staaten
4
Kapitaleinkommen
4
Oil price
4
Rohstoffderivat
4
Ölpreis
4
Aktienmarkt
3
Causality analysis
3
Cointegration
3
Exchange rate
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Kausalanalyse
3
Kointegration
3
Stock market
3
Time series analysis
3
Trading strategy
3
USA
3
United States
3
Wechselkurs
3
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Rezension
Aufsatz in Zeitschrift
13
Interview
1
Language
All
English
Author
All
Caporale, Guglielmo Maria
Cebula, Richard J.
Feijó, Carmem
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Afonso, António
5
Gil-Alaña, Luis A.
4
Liang, Chao
4
Blendon, Robert J.
3
Gong, Xu
3
Kanas, Angelos
3
Kouretas, Georgios P.
3
Wei, Yu
3
Apergēs, Nikolaos
2
Arestis, Philip
2
Arghyrou, Michael Georgiou
2
Ausloos, Marcel
2
Baker, Dean
2
Benson, John
2
Bourgeois-Gironde, Sacha
2
Bredin, Donal
2
Carlson, Mark
2
Chen, Wei
2
Cheung, Yin-Wong
2
Choudhry, Taufiq
2
Etzioni, Amitai
2
Farid, Saqib
2
Frankel, Jeffrey A.
2
Gupta, Rangan
2
Gutkin, Boris
2
He, Ling-yun
2
Hyde, Stuart
2
Jalles, João Tovar
2
Jiang, Yonghong
2
Karanasos, Menelaos
2
Kontonikas, Alexandros
2
Kuttner, Robert L.
2
Lai, Kin Keung
2
Lewis, Kurt F.
2
Li, Handong
2
Li, Xiafei
2
Lin, Boqiang
2
Liu, Wei
2
more ...
less ...
Published in...
All
Challenge
Computational economics
International journal of finance & economics : IJFE
International review of financial analysis
13
Empirica : journal of european economics
12
Applied economics
10
Economia internazionale
7
Oxford review of economic policy
7
Applied economics letters
5
Economic modelling
5
Finance research letters
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International review of economics & finance : IREF
5
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
5
Energy economics
4
Southern economic journal
4
Central European journal of operations research
3
Financial markets and portfolio management
3
Journal of economics and finance
3
Journal of financial economic policy
3
Public finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Atlantic economic journal : AEJ
2
Brazilian journal of political economy
2
China economic review : an international journal
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
International journal of forecasting
2
International journal of political economy : a journal of translations
2
International journal of sustainable economy
2
Investment management and financial innovations
2
Journal of applied economics
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Public choice
2
Research in international business and finance
2
Review of financial economics : RFE
2
The Economists' voice
2
The Indian journal of economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
2
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
3
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
4
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
5
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
6
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
7
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
8
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
9
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
10
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->