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~isPartOf:"Economic modelling"
~person:"Liu, Jing"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Risk"
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Forecasting model
Portfolio selection
Risk
Prognoseverfahren
3
Volatility
3
Volatility forecasting
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Oil price
2
Realized range-based volatility
2
Ölpreis
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Combinations forecasts
1
Combined models
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Commodity derivative
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Dynamic model averaging
1
Economic forecast
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Economic indicator
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Macroeconomic variables
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Model confidence set
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Oil futures price
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Rohstoffderivat
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Technical indicators
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Theorie
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Theory
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Time series analysis
1
Uncertainty and market sentiment
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Volatility of realized range-based volatility
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Liu, Jing
Ma, Feng
5
Todorova, Neda
4
Zhang, Yaojie
4
Balcilar, Mehmet
2
Cross, Jamie
2
Fang, Libing
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Li, Bin
2
Liang, Fang
2
Lin, Shih-kuei
2
Liu, Li
2
Petitjean, Mikael
2
Roubaud, David
2
Su, Jen-je
2
Wahab, M. I. M.
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Yu, Honghai
2
Zhu, Jie
2
Abbas, Qaisar
1
Aberkane, Salah
1
Ahmad, Wasim
1
Akarim, Yasemin Deniz
1
Alaoui, Abdelkader O. el
1
Ali Shah, Syed Zulfiqar
1
Amendola, Alessandra
1
Amédée-Manesme, Charles-Olivier
1
Asutay, Mehmet
1
Ayub, Usman
1
Bahaji, Hamza
1
Balke, Nathan S.
1
Bao Hoang Nguyen
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Economic modelling
Energy economics
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Applied economics
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International journal of forecasting
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Journal of forecasting
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ECONIS (ZBW)
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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:
2
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing
;
Wei, Yu
;
Ma, Feng
;
Wahab, M. I. M.
- In:
Economic modelling
61
(
2017
),
pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Saved in:
3
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:
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