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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Ademmer, Martin"
~person:"Cebula, Richard J."
~person:"Drakos, Anastassios A."
~person:"Feijó, Carmem"
~person:"Ma, Feng"
~person:"Neck, Reinhard"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Economic policy"
~subject:"Fiscal consolidation"
~subject:"Oil price"
~subject:"Public debt"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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ARCH-Modell
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9
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9
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8
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Ademmer, Martin
Cebula, Richard J.
Drakos, Anastassios A.
Feijó, Carmem
Ma, Feng
Neck, Reinhard
Stiglitz, Joseph E.
Vines, David
Afonso, António
6
Gupta, Rangan
5
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Liang, Chao
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Arshian Sharif
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International journal of finance & economics : IJFE
Energy economics
19
International review of financial analysis
16
Economia internazionale
11
Empirica : journal of european economics
11
Applied economics
9
International review of economics & finance : IREF
9
Economic modelling
8
Finance research letters
7
Oxford review of economic policy
7
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
6
Applied economics letters
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Southern economic journal
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3
Central European journal of operations research
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International journal of forecasting
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3
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Brazilian journal of political economy
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Challenge
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China finance review international
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International journal of political economy : a journal of translations
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International journal of sustainable economy
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Journal of economics and finance
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Public choice
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The Economists' voice
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The Indian journal of economics
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The journal of futures markets
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The world economy : the leading journal on international economic relations
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CEPAL review
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Cambridge journal of economics
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
Saved in:
9
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
10
The efficient resolution of capital account crises : how to avoid moral hazard
Irwin, Gregor
;
Vines, David
- In:
International journal of finance & economics : IJFE
10
(
2005
)
3
,
pp. 233-250
Persistent link: https://www.econbiz.de/10003008590
Saved in:
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