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~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Kouretas, Georgios P."
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Economic policy"
~subject:"Forecasting model"
~subject:"Public debt"
~subject:"Share price"
~subject:"Stochastic process"
~subject:"realized volatility"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Cebula, Richard J.
Feijó, Carmem
Kouretas, Georgios P.
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Gupta, Rangan
6
Jawadi, Fredj
6
Liang, Chao
6
Afonso, António
5
Caporale, Guglielmo Maria
5
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4
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2
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2
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2
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Computational economics
International journal of finance & economics : IJFE
Energy economics
20
International review of financial analysis
16
Empirica : journal of european economics
11
Finance research letters
10
Applied economics
9
Economic modelling
9
International review of economics & finance : IREF
9
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7
Journal of forecasting
7
Oxford review of economic policy
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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4
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3
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3
International journal of forecasting
3
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ECONIS (ZBW)
14
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14
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date (oldest first)
1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
Sovereign credit and geopolitical risks during and after the EMU crisis
Bratis, Theodoros
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3692-3712
Persistent link: https://www.econbiz.de/10014635430
Saved in:
3
Debt-to-GDP changes and the Great Recession : European Periphery versus European Core
Agoraki, Maria-Eleni K.
;
Kardara, Stella
;
Kollintzas, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3299-3331
Persistent link: https://www.econbiz.de/10014327745
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.
;
Blueschke, D.
;
Neck, Reinhard
- In:
Computational economics
56
(
2020
)
1
,
pp. 145-162
Persistent link: https://www.econbiz.de/10012272022
Saved in:
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