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~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Chen, Zhonglu"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~subject:"Börsenkurs"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Volatility"
~subject:"World"
~subject:"volatility forecasting"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Börsenkurs
Developing countries
Großbritannien
Inflationsrate
Volatility
World
volatility forecasting
Volatilität
13
Estimation
10
Schätzung
10
Capital income
9
Forecasting model
9
Kapitaleinkommen
9
Prognoseverfahren
9
Time series analysis
9
Welt
9
Zeitreihenanalyse
9
Share price
8
ARCH model
7
ARCH-Modell
7
Aktienmarkt
6
Stock market
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China
5
Oil price
5
Theorie
5
Theory
5
fractional integration
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Ölpreis
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GARCH-MIDAS
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Long memory
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Persistence
3
Schock
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Shock
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Trading strategy
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United Kingdom
3
forecasting
3
realized volatility
3
Anlageverhalten
2
Autocorrelation
2
Autokorrelation
2
Behavioural finance
2
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2
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14
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5
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Article in journal
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22
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English
French
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Polish
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Chen, Zhonglu
Gil-Alaña, Luis A.
Gong, Xu
Ma, Feng
Caporale, Guglielmo Maria
12
Kanas, Angelos
9
Cheung, Yin-Wong
6
Jawadi, Fredj
6
Serletis, Apostolos
6
Gupta, Rangan
5
Liang, Chao
5
Shahbaz, Muhammad
5
Choudhry, Taufiq
4
Li, Xiafei
4
McMillan, David G.
4
Plastun, Alex
4
Salisu, Afees A.
4
Wei, Yu
4
Azam, Muhammad
3
Balcilar, Mehmet
3
Demetriades, Panicos O.
3
Demirer, Rıza
3
Fabozzi, Frank J.
3
Hassan, M. Kabir
3
Kouretas, Georgios P.
3
Li, Yong
3
Marsh, Ian
3
Mills, Terence C.
3
Nelson, William R.
3
Nitzsche, Dirk
3
Xuan Vinh Vo
3
Abor, Joshua Yindenaba
2
Afuecheta, Emmanuel
2
Agbloyor, Elikplimi Komla
2
Agénor, Pierre-Richard
2
Asai, Manabu
2
Asteriou, Dimitrios
2
Ausloos, Marcel
2
Azhar Mohamad
2
Aşici, Ahmet Atil
2
Balli, Faruk
2
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Computational economics
International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Energy economics
30
International review of financial analysis
17
Applied economics
14
International review of economics & finance : IREF
13
Finance research letters
12
Economic modelling
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of forecasting
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of economics and finance
5
Economics letters
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
Review of development finance
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tourism economics : the business and finance of tourism and recreation
3
Applied financial economics
2
China finance review international
2
Economia internazionale
2
Emerging markets, finance and trade : EMFT
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic studies
2
Journal of management science and engineering
2
Review of quantitative finance and accounting
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African development review
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
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ECONIS (ZBW)
22
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22
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1
The oil price plummeted in 2014-2015 : is there an effect on Chinese firms' labour investment?
Liu, Xinheng
;
Li, Shuxian
;
Fu, Chengbo
;
Gong, Xu
;
Fan, Chen
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 943-960
Persistent link: https://www.econbiz.de/10014470033
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 China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
4
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
5
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
6
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:
7
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:
8
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10013461342
Saved in:
9
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
10
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
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