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~isPartOf:"Economic modelling"
~language:"deu"
~language:"eng"
~person:"Cuervo-Cazurra, Alvaro"
~person:"Faff, Robert W."
~person:"Ma, Feng"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Economic policy"
~subject:"Globalisierung"
~subject:"Oil price"
~subject:"Schätzung"
~type_genre:"Article in journal"
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ARCH model
Börsenkurs
Economic policy
Globalisierung
Oil price
Schätzung
Forecasting model
8
Prognoseverfahren
8
Volatility
8
Volatilität
8
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6
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4
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4
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Cuervo-Cazurra, Alvaro
Faff, Robert W.
Ma, Feng
Stiglitz, Joseph E.
Vines, David
Arouri, Mohamed
9
Lee, Chien-chiang
8
Narayan, Paresh Kumar
8
Zhang, Yaojie
8
Sharma, Susan Sunila
7
Tiwari, Aviral Kumar
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6
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6
Narayan, Seema
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Pal, Debdatta
6
Salisu, Afees A.
6
Uddin, Mohammed Gazi Salah
6
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6
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5
Jawadi, Fredj
5
Yang, Chunpeng
5
Zhang, Wei
5
Anwar, Sajid
4
Apergēs, Nikolaos
4
Arčabić, Vladimir
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Caporale, Guglielmo Maria
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Cheffou, Abdoulkarim Idi
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Mitra, Subrata Kumar
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Nguyen, Duc Khuong
4
Ratti, Ronald A.
4
Rault, Christophe
4
Shahbaz, Muhammad
4
Shen, Dehua
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Sousa, Ricardo M.
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23
International review of financial analysis
17
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10
Applied economics
8
Finance research letters
8
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7
Journal of banking & finance
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Oxford review of economic policy
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International journal of finance & economics : IJFE
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The journal of futures markets
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Australian journal of management
5
Pacific-Basin finance journal
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International journal of forecasting
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China finance review international
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
9
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1
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
2
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
3
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
4
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
5
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
6
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
7
Forecasting the prices of crude oil using the predictor, economic and combined constraints
Yi, Yongsheng
;
Ma, Feng
;
Zhang, Yaojie
;
Huang, Dengshi
- In:
Economic modelling
75
(
2018
),
pp. 237-245
Persistent link: https://www.econbiz.de/10012101486
Saved in:
8
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
9
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
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