//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"ces"
~language:"dan"
~language:"eng"
~person:"Ma, Feng"
~subject:"Markov chain"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Government document"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Forecasting model
97
Prognoseverfahren
97
Volatility
91
Volatilität
91
ARCH model
64
ARCH-Modell
64
Börsenkurs
49
Share price
49
Oil price
45
Ölpreis
45
Aktienmarkt
43
Stock market
43
Capital income
41
Kapitaleinkommen
41
Estimation
36
Schätzung
36
Volatility forecasting
36
Welt
31
World
31
Commodity derivative
30
Rohstoffderivat
30
Forecast
19
Prognose
19
Realized volatility
16
Risiko
16
Risk
16
China
14
Erdöl
14
Petroleum
14
Time series analysis
14
Zeitreihenanalyse
14
Theorie
12
Theory
12
USA
11
United States
11
Coronavirus
9
Economic policy
8
Markov-Kette
8
Oil market
8
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Government document
Aufsatz in Zeitschrift
8
Language
All
Czech
Danish
English
Author
All
Ma, Feng
Elliott, Robert J.
36
Siu, Tak Kuen
32
Tsionas, Efthymios G.
25
Gupta, Rangan
18
D'Amico, Guglielmo
15
Guo, Xianping
15
Sola, Martin
15
Kim, Chang-jin
14
Ciecka, James E.
13
Reffett, Kevin L.
13
Cavazos-Cadena, Rolando
12
Feinberg, Eugene A.
12
Jaśkiewicz, Anna
12
Balbus, Lukasz
11
Chan, Leunglung
11
Nowak, Andrzej S.
11
Piger, Jeremy Max
11
Psaradakis, Zacharias G.
11
Serletis, Apostolos
11
Balcilar, Mehmet
10
Cavicchioli, Maddalena
10
Li, Yong
10
Robert, Christian P.
10
Shi, Yanlin
10
Skoog, Gary R.
10
Billio, Monica
9
Casarin, Roberto
9
Chauvet, Marcelle
9
Chen, Cathy W. S.
9
Chevallier, Julien
9
Chib, Siddhartha
9
Cui, Zhenyu
9
Goutte, Stéphane
9
Holmes, Mark J.
9
Jain, Madhu
9
Krolzig, Hans-Martin
9
Lee, Hsiang-Tai
9
Maheu, John M.
9
Spagnolo, Nicola
9
Woźny, Łukasz
9
more ...
less ...
Published in...
All
Applied economics letters
2
Energy economics
2
Applied economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
3
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
4
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:
5
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
6
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
7
Forecasting the realized volatility of the oil futures market : a regime switching approach
Ma, Feng
;
Wahab, M. I. M.
;
Huang, Dengshi
;
Xu, Weiju
- In:
Energy economics
67
(
2017
),
pp. 136-145
Persistent link: https://www.econbiz.de/10011897885
Saved in:
8
Forecasting realized range volatility : a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->