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~language:"eng"
~language:"rus"
~person:"Ma, Feng"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Schätzung
Volatility
Welt
Forecasting model
91
Prognoseverfahren
91
Volatilität
87
ARCH model
60
ARCH-Modell
60
Börsenkurs
47
Share price
47
Oil price
43
Ölpreis
43
Capital income
40
Kapitaleinkommen
40
Aktienmarkt
39
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39
Volatility forecasting
36
Estimation
34
World
31
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28
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97
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1
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1
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Ma, Feng
Gupta, Rangan
286
Bahmani-Oskooee, Mohsen
212
Gil-Alaña, Luis A.
153
Tiwari, Aviral Kumar
149
Apergēs, Nikolaos
138
Caporale, Guglielmo Maria
125
Bouri, Elie
122
Lee, Chien-chiang
122
Wohar, Mark E.
122
Hammoudeh, Shawkat
117
Narayan, Paresh Kumar
107
Chang, Tsangyao
105
McAleer, Michael
104
Eichengreen, Barry
103
Lucey, Brian M.
94
Egger, Peter
91
Xuan Vinh Vo
91
Zaremba, Adam
90
Shahbaz, Muhammad
89
McMillan, David G.
88
Serletis, Apostolos
85
Aizenman, Joshua
83
Su, Chi-Wei
80
Belke, Ansgar
77
Kutan, Ali Mustafa
77
Hassan, M. Kabir
75
Kang, Sang Hoon
75
Pierdzioch, Christian
75
Dreher, Axel
73
Haan, Jakob de
73
Salisu, Afees A.
73
Faff, Robert W.
71
Moosa, Imad A.
71
Balcilar, Mehmet
70
Mensi, Walid
69
Rose, Andrew
69
Hamori, Shigeyuki
68
Herwartz, Helmut
68
Demirgüç-Kunt, Asli
67
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Energy economics
20
International review of financial analysis
12
Applied economics
7
Economic modelling
7
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
6
Finance research letters
5
Applied economics letters
4
Journal of forecasting
4
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of empirical finance
2
Technological forecasting & social change : an international journal
2
The journal of futures markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
1
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ECONIS (ZBW)
97
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1
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:
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
Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao
;
Hong, Yanran
;
Luu Duc Toan Huynh
;
Ma, Feng
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872
Saved in:
4
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:
5
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:
6
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:
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
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
Saved in:
9
The interaction of climate risk and bank liquidity : an emerging market perspective for transitions to low carbon energy
Lang, Qiaoqi
;
Ma, Feng
;
Mirza, Nawazish
;
Umar, Muhammad
- In:
Technological forecasting & social change : an …
191
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014331374
Saved in:
10
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
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