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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Nam, Kiseok"
~person:"Ureche-Rangau, Loredana"
~subject:"Emerging economies"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~subject:"Welt"
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Search: subject_exact:"ARCH model"
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Emerging economies
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ARCH model
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21
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15
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Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Ma, Feng
Nam, Kiseok
Ureche-Rangau, Loredana
Lau, Chi Keung
5
Li, Yan
5
Lu, Fei
4
Bouri, Elie
3
Brzeszczyński, Janusz
3
Gozgor, Giray
3
Lucey, Brian M.
3
Molnár, Peter
3
Nonejad, Nima
3
Shi, Yanlin
3
Wang, Jiqian
3
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3
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2
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2
Degiannakis, Stavros
2
Feng, Lingbing
2
Filis, George
2
Floros, Christos
2
Fu, Tong
2
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2
Ji, Qiang
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Kinateder, Harald
2
Klein, Tony
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Kouretas, Georgios P.
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Morelli, David
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Tiwari, Aviral Kumar
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Wei, Yu
2
Wu, Lan
2
Zeng, Qing
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2
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Emerging markets, finance and trade : EMFT
Finance research letters
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
19
Energy economics
10
Applied economics
6
International journal of forecasting
6
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Economic modelling
3
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3
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3
Research in international business and finance
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Applied economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
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Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
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Finmap working paper
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Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Technological forecasting & social change : an international journal
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The journal of futures markets
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The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
3
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei
;
Ma, Feng
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
Saved in:
4
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
5
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
6
Oil price volatility predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
7
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
8
Natural gas volatility predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
9
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
10
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
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