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~language:"cat"
~language:"eng"
~language:"ron"
~person:"Brooks, Robert"
~person:"Ma, Feng"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatilität
Welt
Volatility
119
Forecasting model
95
Prognoseverfahren
95
ARCH model
77
ARCH-Modell
77
Börsenkurs
77
Share price
77
Capital income
74
Aktienmarkt
72
Stock market
72
Estimation
69
Schätzung
69
Australia
52
Australien
52
Oil price
51
Ölpreis
51
Theorie
48
Theory
48
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47
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38
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38
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37
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32
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32
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25
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25
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25
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21
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21
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20
Zeitreihenanalyse
20
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18
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18
Realized volatility
17
Beta risk
16
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16
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16
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8
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168
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168
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3
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Valencian
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Brooks, Robert
Ma, Feng
Gupta, Rangan
239
Bouri, Elie
123
Hammoudeh, Shawkat
114
Zaremba, Adam
110
Wohar, Mark E.
106
Tiwari, Aviral Kumar
105
McMillan, David G.
104
Bahmani-Oskooee, Mohsen
103
Eichengreen, Barry
100
Apergēs, Nikolaos
99
Lee, Chien-chiang
95
Lucey, Brian M.
92
McAleer, Michael
91
Narayan, Paresh Kumar
90
Xuan Vinh Vo
88
Faff, Robert W.
81
Aizenman, Joshua
78
Hassan, M. Kabir
77
Kang, Sang Hoon
72
Caporale, Guglielmo Maria
69
Demirer, Rıza
68
Demirgüç-Kunt, Asli
68
Wang, Yudong
67
Mensi, Walid
65
Dreher, Axel
64
Pierdzioch, Christian
64
Salisu, Afees A.
64
Nguyen, Duc Khuong
63
Gil-Alaña, Luis A.
61
Ji, Qiang
61
Zhang, Wei
61
Shahzad, Syed Jawad Hussain
60
Fabozzi, Frank J.
59
Haan, Jakob de
59
Anderson, Kym
58
Bali, Turan G.
58
Bollerslev, Tim
58
Goel, Rajeev K.
58
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Energy economics
24
International review of financial analysis
19
International review of economics & finance : IREF
12
Economic modelling
10
Applied economics
7
Finance research letters
6
International journal of finance & economics : IJFE
6
Journal of international financial markets, institutions & money
6
Applied financial economics
5
Applied economics letters
4
Journal of forecasting
4
Australian journal of management
3
Global finance journal
3
International journal of forecasting
3
Journal of banking & finance
3
Journal of empirical finance
3
The journal of investing
3
Applied financial economics letters
2
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of accounting & management information systems : JAMIS
2
Journal of international money and finance
2
Journal of multinational financial management
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Technological forecasting & social change : an international journal
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
Journal of Asia Pacific business
1
Journal of business finance & accounting : JBFA
1
Journal of economic behavior & organization : JEBO
1
Journal of emerging market finance
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ECONIS (ZBW)
168
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168
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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
Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao
;
Hong, Yanran
;
Luu Duc Toan Huynh
;
Ma, Feng
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872
Saved in:
4
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
5
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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
ESG and firm performance : the role of size and media channels
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Economic modelling
121
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014384536
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
Saved in:
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