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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Ademmer, Martin"
~person:"Aizenman, Joshua"
~person:"Cebula, Richard J."
~person:"Feijó, Carmem"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Autocorrelation"
~subject:"Economic policy"
~subject:"Schätzung"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Ademmer, Martin
Aizenman, Joshua
Cebula, Richard J.
Feijó, Carmem
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Frino, Alex
9
Wang, George H. K.
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International journal of finance & economics : IJFE
The journal of futures markets
International review of financial analysis
11
Energy economics
10
Applied economics
8
Applied economics letters
7
Empirica : journal of european economics
7
Finance research letters
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Oxford review of economic policy
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International review of economics & finance : IREF
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Economia internazionale
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Journal of international money and finance
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Brazilian journal of political economy
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International journal of forecasting
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International journal of political economy : a journal of translations
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CEPAL review
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Cambridge journal of economics
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China economic review : an international journal
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China finance review international
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Croatian economic survey
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East Asian economic review
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Economics of disasters and climate change
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Eurasian economic review : a journal of the Eurasia Business and Economics Society
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Financial innovation : FIN
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ECONIS (ZBW)
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1
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:
2
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
3
Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX
Jiang, Gongyue
;
Qiao, Gaoxiu
;
Ma, Feng
;
Wang, Lu
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1518-1548
Persistent link: https://www.econbiz.de/10013288000
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
Stock market dynamics and the relative importance of domestic, foreign, and common shocks
Ademmer, Martin
;
Horn, Wolfram
;
Quast, Josefine
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3911-3923
Persistent link: https://www.econbiz.de/10013461285
Saved in:
7
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:
8
Determinants of financial stress and recovery during the great recession
Aizenman, Joshua
;
Pasricha, Gurnain Kaur
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10009689477
Saved in:
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