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~isPartOf:"Computational economics"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Li, Handong"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Nitzsche, Dirk"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Public debt"
~subject:"Share price"
~subject:"realized volatility"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Cebula, Richard J.
Feijó, Carmem
Li, Handong
Ma, Feng
Neck, Reinhard
Nitzsche, Dirk
Stiglitz, Joseph E.
Vines, David
Afonso, António
5
Caporale, Guglielmo Maria
5
Gil-Alaña, Luis A.
4
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3
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Computational economics
International journal of finance & economics : IJFE
International review of financial analysis
10
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9
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7
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6
Empirica : journal of european economics
6
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
International review of economics & finance : IREF
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Southern economic journal
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China finance review international
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Eurasian economic review : a journal of the Eurasia Business and Economics Society
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International economics and economic policy : IEEP
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ECONIS (ZBW)
7
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1
Research on the effects of liquidation strategies in the multi-asset artificial market
Luo, Qixuan
;
Song, Shijia
;
Li, Handong
- In:
Computational economics
62
(
2023
)
4
,
pp. 1721-1750
Persistent link: https://www.econbiz.de/10014437570
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
Research on the effects of institutional liquidation strategies on the market based on multi-agent model
Luo, Qixuan
;
Shi, Yu
;
Zhou, Xuan
;
Li, Handong
- In:
Computational economics
58
(
2021
)
4
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10012697872
Saved in:
6
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
7
European monetary policy surprises : the aggregate and sectoral stock market response
Bredin, Donal
;
Hyde, Stuart
;
Nitzsche, Dirk
;
O'Reilly, …
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 156-171
Persistent link: https://www.econbiz.de/10003824844
Saved in:
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