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~language:"deu"
~language:"eng"
~person:"Cuervo-Cazurra, Alvaro"
~person:"Faff, Robert W."
~person:"Ma, Feng"
~person:"Salisu, Afees A."
~person:"Serletis, Apostolos"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Economic policy"
~subject:"Globalisierung"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Volatility forecasting"
~type_genre:"Article in journal"
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ARCH model
Börsenkurs
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Volatility forecasting
Theorie
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176
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Cuervo-Cazurra, Alvaro
Faff, Robert W.
Ma, Feng
Salisu, Afees A.
Serletis, Apostolos
Stiglitz, Joseph E.
Vines, David
Gupta, Rangan
305
Bahmani-Oskooee, Mohsen
168
Gil-Alaña, Luis A.
151
Tiwari, Aviral Kumar
142
Narayan, Paresh Kumar
133
Caporale, Guglielmo Maria
131
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130
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126
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113
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112
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100
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94
Shahbaz, Muhammad
93
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92
Hsing, Yu
90
McAleer, Michael
89
Bouri, Elie
85
Xuan Vinh Vo
84
Pierdzioch, Christian
82
Balcilar, Mehmet
77
Su, Chi-Wei
75
Belke, Ansgar
73
Mensi, Walid
73
Kang, Sang Hoon
71
Wang, Yudong
69
Hamori, Shigeyuki
67
Moosa, Imad A.
67
Brooks, Robert
63
Nguyen, Duc Khuong
63
Ryu, Doojin
63
Shahzad, Syed Jawad Hussain
63
Egger, Peter
62
Kutan, Ali Mustafa
61
Madura, Jeff
61
Kilian, Lutz
59
Lucey, Brian M.
58
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International review of financial analysis
18
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International review of economics & finance : IREF
16
Macroeconomic dynamics
16
Finance research letters
12
Open economies review
11
Applied economics
10
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9
International journal of finance & economics : IJFE
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
7
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7
Oxford review of economic policy
7
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6
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6
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6
The journal of futures markets
6
Australian journal of management
5
Emerging markets, finance and trade : EMFT
5
Global finance journal
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Pacific-Basin finance journal
5
The European journal of finance
5
The energy journal
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Journal of economic studies
4
Journal of economics and finance : JEF
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
3
Journal of macroeconomics
3
Journal of money, credit and banking : JMCB
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
2
China finance review international
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ECONIS (ZBW)
391
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
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
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:
4
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
5
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:
6
Climate change and fossil fuel prices : a GARCH-MIDAS analysis
Tumala, Mohammed M.
;
Salisu, Afees A.
;
Nmadu, Yaaba B.
- In:
Energy economics
124
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
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:
9
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:
10
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
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