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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Allen, David E."
~person:"Chen, Wang"
~person:"Chiarella, Carl"
~person:"Chuang, Ming-Che"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Economic policy"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Share price"
~subject:"USA"
~subject:"World"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Economic policy
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
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USA
World
Volatility
27
Volatilität
27
Forecasting model
14
Prognoseverfahren
14
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13
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13
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11
ARCH-Modell
11
Aktienmarkt
10
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10
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9
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7
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7
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6
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6
Volatility forecasting
5
Welt
5
Oil price
4
Wechselkurs
4
Ölpreis
4
Forecast
3
Großbritannien
3
Prognose
3
Stock returns
3
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3
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2
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2
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2
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2
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2
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2
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2
Impact assessment
2
Nichtparametrisches Verfahren
2
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23
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Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
23
Language
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English
Author
All
Allen, David E.
Chen, Wang
Chiarella, Carl
Chuang, Ming-Che
Gupta, Rangan
Hafner, Christian M.
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Wohar, Mark E.
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Pierdzioch, Christian
5
Ap Gwilym, Owain
4
Balcilar, Mehmet
4
Caporin, Massimiliano
4
Malik, Farooq
4
McAleer, Michael
4
Wang, Jiqian
4
Xuan Vinh Vo
4
Yin, Libo
4
Balli, Faruk
3
Bouri, Elie
3
Brooks, Robert
3
Chen, Jinyu
3
Copeland, Laurence S.
3
Han, Liyan
3
Ho, Kin-Yip
3
Koutmos, Gregory
3
Kumar, Dilip
3
Shi, Yanlin
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Wu, Chunchi
3
Zhang, Zhaoyong
3
Abakah, Emmanuel Joel Aikins
2
Aizenman, Joshua
2
Al-Yahyaee, Khamis Hamed
2
Balaban, Ercan
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
Chen, Chun-nan
2
Chi, Xie
2
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International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
46
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Finance research letters
11
International journal of finance & economics : IJFE
11
International review of financial analysis
11
Discussion paper / Tinbergen Institute
10
Journal of forecasting
9
Applied economics letters
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International journal of forecasting
6
Research in international business and finance
6
Applied financial economics
5
Economics letters
5
Journal of international financial markets, institutions & money
5
The journal of futures markets
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Financial innovation : FIN
4
Journal of multinational financial management
4
Journal of risk and financial management : JRFM
4
Annals of financial economics
3
China finance review international
3
Defence and peace economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric Institute research papers
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Discussion papers of interdisciplinary research project 373
2
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ECONIS (ZBW)
23
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23
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date (oldest first)
1
Liquidity and realized
volatility
prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
International commodity market and stock
volatility
predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
3
Singlehanded or joint race? : stock market
volatility
prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
4
Modeling and managing stock market
volatility
using MRS-MIDAS model
Chen, Wang
;
Lu, Xinjie
;
Wang, Jiqian
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
Saved in:
5
The impacts of oil price
volatility
on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
6
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
7
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
8
Forecasting Pakistan stock market
volatility
: evidence from economic variables and the uncertainty index
Ghani, Maria
;
Guo, Qiang
;
Ma, Feng
;
Li, Tao
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 1180-1189
Persistent link: https://www.econbiz.de/10013343226
Saved in:
9
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
10
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
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