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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~subject:"ARCH model"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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ARCH model
Entwicklungsländer
Kapitaleinkommen
Forecasting model
180
Prognoseverfahren
180
Volatility
131
Volatilität
131
Estimation
87
Schätzung
87
Börsenkurs
82
Share price
82
Capital income
74
ARCH-Modell
66
Aktienmarkt
64
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64
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59
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59
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59
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57
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forecasting
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Ma, Feng
Pierdzioch, Christian
Gupta, Rangan
145
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
McMillan, David G.
90
Narayan, Paresh Kumar
71
Bouri, Elie
67
Wohar, Mark E.
65
Nunnenkamp, Peter
61
McAleer, Michael
59
Tiwari, Aviral Kumar
55
Wang, Yudong
54
Bahmani-Oskooee, Mohsen
52
Hammoudeh, Shawkat
52
Faff, Robert W.
50
Zhang, Yaojie
49
Bali, Turan G.
48
Nguyen, Duc Khuong
47
Cakici, Nusret
44
Brooks, Robert
42
Caporale, Guglielmo Maria
42
Demirer, Rıza
42
Xuan Vinh Vo
42
Lee, Chien-chiang
40
Sehgal, Sanjay
39
Apergēs, Nikolaos
38
Chiang, Thomas C.
38
Kumar, Dilip
38
Hassan, M. Kabir
37
Bird, Graham R.
36
Fabozzi, Frank J.
36
Fletcher, Jonathan
36
Serletis, Apostolos
36
Zhang, Wei
36
Balcilar, Mehmet
35
Kang, Sang Hoon
35
Liang, Chao
34
Lien, Da-hsiang Donald
34
Gil-Alaña, Luis A.
33
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Energy economics
18
International review of financial analysis
15
Finance research letters
11
International review of economics & finance : IREF
9
Applied economics
7
Journal of forecasting
6
Economic modelling
5
International journal of finance & economics : IJFE
5
The European journal of finance
5
Applied economics letters
3
International journal of forecasting
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
Global finance journal
2
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1
Applied financial economics
1
Applied financial economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of financial markets
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
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
Technological forecasting & social change : an international journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
123
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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