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~isPartOf:"Challenge"
~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"ARCH model"
~subject:"Economic policy"
~subject:"Public debt"
~subject:"Share price"
~subject:"realized volatility"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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ARCH model
Economic policy
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Share price
realized volatility
Forecasting model
6
Prognoseverfahren
6
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6
Volatilität
6
ARCH-Modell
4
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4
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4
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3
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3
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3
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Cebula, Richard J.
Feijó, Carmem
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Afonso, António
5
Chen, Cathy W. S.
5
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Liang, Chao
4
Asai, Manabu
3
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3
Cheung, Yin-Wong
3
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3
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3
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3
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3
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3
McMillan, David G.
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
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Bredin, Donal
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Carlson, Mark
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Chen, Wei
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Jawadi, Fredj
2
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Challenge
Computational economics
International journal of finance & economics : IJFE
Energy economics
15
International review of financial analysis
14
Empirica : journal of european economics
11
Applied economics
9
International review of economics & finance : IREF
8
Economia internazionale
7
Economic modelling
7
Oxford review of economic policy
7
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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5
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ECONIS (ZBW)
7
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Optimal deterministic and stochastic macroeconomic policies for Slovenia : an application of the OPTCON algorithm
Neck, Reinhard
;
Haber, Gottfried
;
Weyerstrass, Klaus
- In:
Computational economics
36
(
2010
)
1
,
pp. 37-45
Persistent link: https://www.econbiz.de/10003992481
Saved in:
7
Defending the Clinton administration
Stiglitz, Joseph E.
- In:
Challenge
40
(
1997
)
3
,
pp. 22-34
Persistent link: https://www.econbiz.de/10001218225
Saved in:
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