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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Timmermann, Allan"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Forecasting model
235
Prognoseverfahren
235
Volatility
137
Volatilität
137
Theorie
117
Theory
117
Börsenkurs
105
Share price
105
Capital income
103
Estimation
103
Schätzung
103
Forecast
67
Prognose
67
ARCH model
66
ARCH-Modell
66
Aktienmarkt
66
Stock market
66
Oil price
57
Ölpreis
57
USA
56
United States
56
Welt
56
World
56
Volatility forecasting
36
Time series analysis
33
Zeitreihenanalyse
33
Forecasting
32
Risiko
31
Risk
31
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30
Economic forecast
30
Rohstoffderivat
30
Wirtschaftsprognose
30
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26
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26
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26
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26
Schock
25
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25
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Article
104
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104
Arbeitspapier
53
Working Paper
53
Graue Literatur
49
Non-commercial literature
49
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2
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2
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English
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1
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Ma, Feng
Pierdzioch, Christian
Timmermann, Allan
Gupta, Rangan
121
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
61
Wohar, Mark E.
59
Bouri, Elie
46
Faff, Robert W.
45
Cakici, Nusret
42
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Tiwari, Aviral Kumar
39
Demirer, Rıza
36
Fletcher, Jonathan
36
Wang, Yudong
36
Bird, Graham R.
35
Brooks, Robert
35
Chiang, Thomas C.
34
Zhang, Wei
34
Hassan, M. Kabir
33
Sehgal, Sanjay
33
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Apergēs, Nikolaos
31
Caporale, Guglielmo Maria
31
Hammoudeh, Shawkat
30
Lee, Chien-chiang
30
Xuan Vinh Vo
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Kutan, Ali Mustafa
29
Ryu, Doojin
29
Shahzad, Syed Jawad Hussain
29
Hoekman, Bernard M.
28
Aizenman, Joshua
27
Dao, Minh Quang
27
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Finance research letters
9
International review of financial analysis
9
Journal of forecasting
7
Energy economics
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of empirical finance
4
Journal of financial economics
4
The European journal of finance
4
Journal of econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
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
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Economic policy : a European forum
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European finance review : the official journal of the European Finance Association
1
European journal of political economy
1
Global finance journal
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of applied econometrics
1
Journal of financial markets
1
Journal of management science and engineering
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
104
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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
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
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
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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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