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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Volatility
185
Volatilität
185
Forecasting model
181
Prognoseverfahren
181
Estimation
165
Schätzung
165
Börsenkurs
127
Share price
127
Capital income
111
Stock market
109
Aktienmarkt
108
Welt
97
World
97
Oil price
88
Ölpreis
88
ARCH model
87
ARCH-Modell
87
Theorie
87
Theory
87
Time series analysis
69
Zeitreihenanalyse
69
USA
60
United States
60
Forecast
56
Prognose
56
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52
Indien
52
Causality analysis
48
Kausalanalyse
48
State space model
47
Zustandsraummodell
47
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46
Wechselkurs
46
Risiko
44
Risk
44
Cointegration
43
Kointegration
43
Commodity derivative
38
Rohstoffderivat
38
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91
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8
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Article
113
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Article in journal
Aufsatz in Zeitschrift
113
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
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English
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Ma, Feng
Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
120
Zaremba, Adam
94
Gnangnon, Sèna Kimm
87
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
61
Wohar, Mark E.
59
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Demirer, Rıza
36
Fletcher, Jonathan
36
Bird, Graham R.
35
Brooks, Robert
35
Wang, Yudong
35
Chiang, Thomas C.
33
Sehgal, Sanjay
33
Zhang, Wei
33
Hassan, M. Kabir
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Apergēs, Nikolaos
30
Hammoudeh, Shawkat
30
Lee, Chien-chiang
30
Xuan Vinh Vo
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Kutan, Ali Mustafa
29
Timmermann, Allan
29
Hoekman, Bernard M.
28
Ryu, Doojin
28
Shahzad, Syed Jawad Hussain
28
Aizenman, Joshua
27
Dao, Minh Quang
27
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Finance research letters
14
Energy economics
13
International review of financial analysis
11
Journal of forecasting
6
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
The European journal of finance
4
Applied economics
3
Economic modelling
3
International journal of finance & economics : IJFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Economic systems
1
Economics and Business Letters : EBL
1
Economies : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
Global finance journal
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Indian journal of economics & business : IJEB
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Istanbul business research
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of financial markets
1
Journal of management science and engineering
1
Journal of quantitative economics
1
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ECONIS (ZBW)
113
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113
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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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