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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economics and finance : JEF"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Cheung, Yin-Wong"
~person:"Gil-Alaña, Luis A."
~person:"Gong, Xu"
~person:"Ma, Feng"
~subject:"Börsenkurs"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Inflationsrate"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"volatility forecasting"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Börsenkurs
Developing countries
Großbritannien
Inflationsrate
Schätzung
Volatility
volatility forecasting
Estimation
14
Volatilität
12
Time series analysis
10
Welt
10
World
10
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fractional integration
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Theorie
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Cheung, Yin-Wong
Gil-Alaña, Luis A.
Gong, Xu
Ma, Feng
Caporale, Guglielmo Maria
10
Kanas, Angelos
10
Gupta, Rangan
7
Liang, Chao
5
McMillan, David G.
5
Serletis, Apostolos
5
Afonso, António
4
Kouretas, Georgios P.
4
Li, Xiafei
4
Nitzsche, Dirk
4
Salisu, Afees A.
4
Wei, Yu
4
Wickens, Michael R.
4
Wohar, Mark E.
4
Chang, Tsangyao
3
Choudhry, Taufiq
3
Demetriades, Panicos O.
3
Demirer, Rıza
3
Hammoudeh, Shawkat
3
Hassan, M. Kabir
3
Hyde, Stuart
3
Jawadi, Fredj
3
Marsh, Ian
3
Mills, Terence C.
3
Nasir, Muhammad Ali
3
Shahbaz, Muhammad
3
Tiwari, Aviral Kumar
3
Zarangas, Leonidas P.
3
Agénor, Pierre-Richard
2
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2
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2
Azhar Mohamad
2
Aşici, Ahmet Atil
2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
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International journal of finance & economics : IJFE
Journal of economics and finance : JEF
Energy economics
27
Applied economics
22
Applied economics letters
17
International review of financial analysis
17
International review of economics & finance : IREF
14
Economic modelling
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Finance research letters
10
Journal of economics and finance
7
Journal of forecasting
7
Journal of international money and finance
7
Research in international business and finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Computational economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Review of development finance
4
Review of international economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
Journal of economic studies
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Pacific economic review
3
The South African journal of economics
3
The journal of futures markets
3
African development review
2
Annales d'économie et de statistique
2
China finance review international
2
Economia internazionale
2
Empirica : journal of european economics
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International economic journal
2
Journal of banking & finance
2
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ECONIS (ZBW)
24
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24
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1
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:
2
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
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:
5
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:
6
The impact of macro economy on the oil price volatility from the perspective of mixing frequency
Gong, Xu
;
Wang, Mingchao
;
Shao, Liuguo
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4487-4514
Persistent link: https://www.econbiz.de/10013461342
Saved in:
7
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
8
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
9
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
10
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:
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