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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of empirical finance"
~person:"Cruz Rambaud, Salvador"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~source:"econis"
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Search: subject:"conditional heteroskedasticity"
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ARCH model
6
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6
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6
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5
Prognoseverfahren
5
Oil price
4
Ölpreis
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Cruz Rambaud, Salvador
Ma, Feng
McAleer, Michael
Wei, Yu
4
Karanasos, Menelaos
3
Liang, Chao
3
Yin, Libo
3
Bauwens, Luc
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Chen Zhou
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Dark, Jonathan
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Drakos, Anastassios A.
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Li, Xiafei
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International journal of finance & economics : IJFE
Journal of empirical finance
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
32
Working paper
29
Energy economics
18
International review of economics & finance : IREF
8
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International review of financial analysis
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China finance review international
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Financial Studies : open access journal
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Journal of international financial markets, institutions & money
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Nota di lavoro / Fondazione Eni Enrico Mattei
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ECONIS (ZBW)
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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
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:
3
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
6
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
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