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~language:"ara"
~language:"dan"
~language:"eng"
~person:"Ma, Feng"
~subject:"Auslandsinvestition"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Auslandsinvestition
Volatility
Forecasting model
97
Prognoseverfahren
97
Volatilität
91
ARCH model
63
ARCH-Modell
63
Börsenkurs
49
Share price
49
Oil price
45
Ölpreis
45
Aktienmarkt
42
Capital income
42
Kapitaleinkommen
42
Stock market
42
Estimation
36
Schätzung
36
Volatility forecasting
36
Welt
32
World
32
Commodity derivative
30
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30
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20
Prognose
20
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17
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Coronavirus
9
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Article
90
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1
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Article in journal
Aufsatzsammlung
Working Paper
Aufsatz in Zeitschrift
90
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
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Author
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Ma, Feng
McAleer, Michael
256
Gupta, Rangan
218
Görg, Holger
155
Nunnenkamp, Peter
148
Caporale, Guglielmo Maria
135
Bouri, Elie
103
Chang, Chia-Lin
101
Bollerslev, Tim
99
Egger, Peter
95
Aizenman, Joshua
89
Andersen, Torben
88
Buckley, Peter J.
87
Javorcik, Beata K. Smarzynska
87
Buch, Claudia M.
84
Pierdzioch, Christian
81
Girma, Sourafel
78
Hammoudeh, Shawkat
77
Spagnolo, Nicola
75
Bahmani-Oskooee, Mohsen
74
Razin, Asaf
71
Davies, Ronald B.
69
Tiwari, Aviral Kumar
68
Driffield, Nigel L.
62
Diebold, Francis X.
61
Lipsey, Robert E.
61
Härdle, Wolfgang
60
Koopman, Siem Jan
58
Wooton, Ian
58
Xuan Vinh Vo
58
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
55
Asai, Manabu
54
Wei, Shang-jin
54
Kočenda, Evžen
53
Wohar, Mark E.
53
Blomström, Magnus
51
Clements, Adam
51
Mensi, Walid
51
Todorov, Viktor
51
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Energy economics
20
International review of financial analysis
10
Applied economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Economic modelling
6
Applied economics letters
4
Journal of forecasting
4
Finance research letters
3
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
The journal of futures markets
2
Department of Economics working paper series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
91
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91
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1
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
2
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
8
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:
9
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
10
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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