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~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Apergēs, Nikolaos"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Economic policy"
~subject:"Public debt"
~subject:"Share price"
~subject:"realized volatility"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Economic policy
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realized volatility
Forecasting model
7
Prognoseverfahren
7
Volatility
7
Volatilität
7
ARCH model
5
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5
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4
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4
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4
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Apergēs, Nikolaos
Cebula, Richard J.
Feijó, Carmem
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Afonso, António
5
Caporale, Guglielmo Maria
5
Gil-Alaña, Luis A.
4
Kanas, Angelos
3
Kouretas, Georgios P.
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Renne, Jean-Paul
2
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Computational economics
International journal of finance & economics : IJFE
International review of financial analysis
15
Applied economics
12
Empirica : journal of european economics
11
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
8
Economia internazionale
7
Finance research letters
7
Oxford review of economic policy
7
Applied economics letters
6
Economic modelling
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Energy economics
5
International review of economics & finance : IREF
5
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
5
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4
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3
Journal of economics and finance
3
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3
Public finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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2
Brazilian journal of political economy
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International journal of economic research
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International journal of forecasting
2
International journal of political economy : a journal of translations
2
International journal of sustainable economy
2
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2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Public choice
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The Economists' voice
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The Indian journal of economics
2
The world economy : the leading journal on international economic relations
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics quarterly
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Asian Pacific economic literature
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CEPAL review
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Cambridge journal of economics
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ECONIS (ZBW)
6
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1
Evaluating tail risks for the U.S. economic policy uncertainty
Apergēs, Nikolaos
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3971-3989
Persistent link: https://www.econbiz.de/10013461301
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
Industry momentum and reversals in stock markets
Apergēs, Nikolaos
;
Plakandaras, Vasilios
;
Pragidis, Ioannis
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3093-3138
Persistent link: https://www.econbiz.de/10013329853
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
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:
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