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~language:"bul"
~language:"eng"
~language:"nld"
~language:"spa"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"Konsumentenverhalten"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Theorie
Volatility
Volatilität
201
Estimation
166
Schätzung
165
Theory
150
ARCH model
122
ARCH-Modell
122
Forecasting model
121
Prognoseverfahren
121
Time series analysis
111
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111
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110
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110
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89
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89
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76
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76
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76
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76
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68
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68
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55
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55
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52
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52
Estimation theory
46
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46
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43
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43
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37
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37
Volatility forecasting
36
EU countries
35
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35
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34
Portfolio-Management
34
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33
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33
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467
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442
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432
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432
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315
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9
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8
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Caporale, Guglielmo Maria
Ma, Feng
McAleer, Michael
Gupta, Rangan
224
Beladi, Hamid
164
Creedy, John
149
Phillips, Peter C. B.
149
Güth, Werner
145
Pestieau, Pierre
144
Lai, Ching-chong
141
Nijkamp, Peter
140
Turnovsky, Stephen J.
127
Marjit, Sugata
121
Thisse, Jacques-François
121
Färe, Rolf
117
Tirole, Jean
117
Cheng, T. C. E.
116
Han, Heesup
115
Mukherjee, Arijit
115
Cremer, Helmuth
114
Lien, Da-hsiang Donald
114
Long, Ngo Van
113
Acemoglu, Daron
112
Bahmani-Oskooee, Mohsen
112
Lambertini, Luca
110
Gouriéroux, Christian
108
Jarrow, Robert A.
108
Laporte, Gilbert
108
Shogren, Jason F.
108
Serletis, Apostolos
104
Tsionas, Efthymios G.
104
Fabozzi, Frank J.
103
Franses, Philip Hans
102
Devereux, Michael B.
101
Kumbhakar, Subal
99
Miceli, Thomas J.
99
Stiglitz, Joseph E.
99
Wang, Ping
98
Broll, Udo
97
Gersbach, Hans
97
Quiggin, John C.
97
Chao, Chi-Chur
96
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Energy economics
24
Econometric reviews
18
Journal of econometrics
16
Applied economics
14
Economic modelling
13
International review of economics & finance : IREF
12
Journal of economic surveys
12
International review of financial analysis
11
International journal of finance & economics : IJFE
9
Journal of risk and financial management : JRFM
9
Applied economics letters
8
Journal of forecasting
8
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
International journal of forecasting
6
Applied financial economics
5
Economics letters
5
Journal of international money and finance
5
Computational economics
4
Econometric theory
4
Econometrics : open access journal
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
The Japanese economic review : the journal of the Japanese Economic Association
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of applied econometrics
3
Journal of economic integration
3
Journal of economics and finance : JEF
3
Journal of empirical finance
3
Oxford bulletin of economics and statistics
3
Risks : open access journal
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics letters
2
China finance review international
2
Empirica : journal of european economics
2
International Journal of Financial Studies : open access journal
2
Journal of applied economics
2
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ECONIS (ZBW)
315
Showing
1
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10
of
315
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1
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:
2
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:
3
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
5
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
6
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
7
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:
8
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:
9
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:
10
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
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