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~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gong, Xu"
~person:"Kang, Sang Hoon"
~person:"Ma, Feng"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Soytaş, Uǧur"
~person:"Tiwari, Aviral Kumar"
~person:"Wang, Yudong"
~person:"Yin, Libo"
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Search: subject_exact:"Volatility"
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Volatility
20
Volatilität
20
Forecasting model
11
Prognoseverfahren
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10
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10
Oil price
9
Ölpreis
9
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realized volatility
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Gong, Xu
Kang, Sang Hoon
Ma, Feng
Shahzad, Syed Jawad Hussain
Soytaş, Uǧur
Tiwari, Aviral Kumar
Wang, Yudong
Yin, Libo
Gupta, Rangan
12
Bouri, Elie
10
Kanas, Angelos
6
Roubaud, David
6
Salisu, Afees A.
6
Liang, Chao
5
Wei, Yu
5
Azhar Mohamad
4
Li, Xiafei
4
Ahmed, Walid M. A.
3
Balcilar, Mehmet
3
Bohl, Martin T.
3
Corbet, Shaen
3
Demirer, Rıza
3
Edwards, Jeffrey A.
3
Hammoudeh, Shawkat
3
Jawadi, Fredj
3
Kouretas, Georgios P.
3
Lucey, Brian M.
3
Malik, Farooq
3
Nasir, Muhammad Ali
3
Ajide, Kazeem Bello
2
Apergēs, Nikolaos
2
Bathia, Deven
2
Boughrara, Adel
2
Caporale, Guglielmo Maria
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Carlson, Mark
2
Chen, Wang
2
Chen, Zhonglu
2
Choudhry, Taufiq
2
Clements, Adam
2
Drakos, Anastassios A.
2
Eckwert, Bernhard
2
Gallo, Giampiero M.
2
Gil-Alaña, Luis A.
2
Gozgor, Giray
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Economics / Discussion papers : the open-access, open-assessment e-journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
82
International review of economics & finance : IREF
22
Finance research letters
20
International review of financial analysis
18
Applied economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Economic modelling
11
Journal of forecasting
10
Research in international business and finance
10
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7
Applied economics letters
6
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Journal of empirical finance
4
Pacific-Basin finance journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of international financial markets, institutions & money
3
Journal of management science and engineering
3
Korea and the world economy
3
The Korean economic review
3
The journal of futures markets
3
Borsa Istanbul Review
2
China finance review international
2
Journal of banking & finance
2
Journal of commodity markets
2
Quantitative finance
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The journal of the Korean economy
2
The world economy : the leading journal on international economic relations
2
Brussels economic review
1
Computational economics
1
Dae oe gyeong je yeon gu
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Department of Economics working paper series
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ERF working papers series
1
Economics : the open-access, open-assessment e-journal
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ECONIS (ZBW)
20
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
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:
3
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:
4
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
5
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:
6
Managerial ability and idiosyncratic volatility
Wu, Xi
;
Tong, Xinle
;
Wang, Yudong
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2566-2581
Persistent link: https://www.econbiz.de/10013184908
Saved in:
7
The role of intermediary capital risk in predicting oil volatility
Yin, Libo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
Saved in:
8
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:
9
Predicting the volatility of crude oil futures : the roles of leverage effects and structural changes
Gong, Xu
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 610-640
Persistent link: https://www.econbiz.de/10012814845
Saved in:
10
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:
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