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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~subject:"Auslandsinvestition"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Auslandsinvestition
Entwicklungsländer
Kapitaleinkommen
Forecasting model
174
Prognoseverfahren
174
Volatility
145
Volatilität
145
Estimation
110
Schätzung
110
Börsenkurs
106
Capital income
106
Share price
106
Aktienmarkt
90
Stock market
90
ARCH model
72
ARCH-Modell
72
Theorie
61
Theory
61
Oil price
57
Ölpreis
57
Forecast
56
Prognose
56
Welt
56
World
56
USA
38
United States
38
Volatility forecasting
36
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33
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33
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33
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33
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31
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27
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27
Risiko
27
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27
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27
Shock
27
CAPM
25
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25
Wechselkurs
25
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24
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Undetermined
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Article
109
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Article in journal
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109
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
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Working Paper
24
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1
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English
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1
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Ma, Feng
Pierdzioch, Christian
Sehgal, Sanjay
Gupta, Rangan
120
Nunnenkamp, Peter
104
Gnangnon, Sèna Kimm
94
Zaremba, Adam
94
Buckley, Peter J.
78
McMillan, David G.
67
Narayan, Paresh Kumar
66
Wohar, Mark E.
60
Driffield, Nigel L.
56
Görg, Holger
52
Egger, Peter
46
Faff, Robert W.
46
Bouri, Elie
44
Tiwari, Aviral Kumar
44
Cakici, Nusret
43
Cieślik, Andrzej
43
Bahmani-Oskooee, Mohsen
42
Beladi, Hamid
42
Anwar, Sajid
41
Xuan Vinh Vo
41
Bali, Turan G.
40
Zhang, Wei
39
Apergēs, Nikolaos
38
Girma, Sourafel
38
Bird, Graham R.
37
Demirer, Rıza
37
Lee, Chien-chiang
37
Zhang, Kevin H.
37
Aizenman, Joshua
36
Brooks, Robert
36
Fletcher, Jonathan
36
Hoekman, Bernard M.
36
Kutan, Ali Mustafa
36
Wang, Yudong
36
Herzer, Dierk
35
Hassan, M. Kabir
34
Witkowska, Janina
34
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International review of financial analysis
9
Finance research letters
8
Journal of forecasting
6
Vision : the journal of business perspective
6
Energy economics
5
International review of economics & finance : IREF
5
Journal of advances in management research : JAMR
4
The European journal of finance
4
IIMB management review
3
Investment management and financial innovations
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
China finance review international
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
International journal of economics and finance
2
International journal of emerging markets
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
The international journal of business and finance research : IJBFR
2
Theoretical economics letters
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Business and Economic Research : BER
1
Cogent economics & finance
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
Global business review
1
Global finance journal
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
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ECONIS (ZBW)
109
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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
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:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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 U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
7
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:
8
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
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