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~language:"deu"
~language:"eng"
~person:"Cuervo-Cazurra, Alvaro"
~person:"Ma, Feng"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~person:"Wang, Yuqin"
~subject:"Börsenkurs"
~subject:"High-frequency volatility models"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Oil price"
~type_genre:"Article in journal"
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Börsenkurs
High-frequency volatility models
Internationale Wirtschaftsbeziehungen
Oil price
Theorie
131
Theory
131
Forecasting model
98
Prognoseverfahren
98
Volatility
92
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92
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87
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Cuervo-Cazurra, Alvaro
Ma, Feng
Stiglitz, Joseph E.
Vines, David
Wang, Yuqin
Gupta, Rangan
173
Hammoudeh, Shawkat
90
Narayan, Paresh Kumar
81
Tiwari, Aviral Kumar
80
Wohar, Mark E.
68
Zaremba, Adam
64
Bahmani-Oskooee, Mohsen
58
Ryu, Doojin
57
McMillan, David G.
55
Wang, Yudong
55
Bouri, Elie
52
Mensi, Walid
52
Caporale, Guglielmo Maria
50
Madura, Jeff
50
Kilian, Lutz
49
Zhang, Yaojie
49
Salisu, Afees A.
48
Pierdzioch, Christian
47
Xuan Vinh Vo
47
Gil-Alaña, Luis A.
46
Ji, Qiang
44
Nguyen, Duc Khuong
44
Schiereck, Dirk
43
Faff, Robert W.
42
Shahzad, Syed Jawad Hussain
42
Kang, Sang Hoon
41
Demirer, Rıza
40
Lee, Chien-chiang
39
Hassan, M. Kabir
38
Lucey, Brian M.
38
Wen, Fenghua
38
Xiong, Xiong
38
Zhang, Wei
38
Apergēs, Nikolaos
37
Balcilar, Mehmet
37
Brooks, Robert
37
Chiang, Thomas C.
36
Hsing, Yu
36
Corbet, Shaen
35
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Energy economics
18
International review of financial analysis
14
Economic modelling
8
Applied economics
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
Finance research letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
1
Frontiers of economics in China : selected publications from Chinese universities
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Industrial and corporate change
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Journal of economic behavior & organization : JEBO
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Journal of globalization and development
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Journal of international financial markets, institutions & money
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National Institute economic review : journal of the National Institute of Economic and Social Research
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The American economic review
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economic and social review
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
97
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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
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
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei
;
Ma, Feng
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
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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