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~language:"eng"
~person:"Chen, Cathy W. S."
~person:"Ma, Feng"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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ARCH model
ARCH-Modell
Börsenkurs
Portfolio-Management
Volatility
174
Volatilität
174
Forecasting model
137
Prognoseverfahren
137
Theorie
111
Theory
111
Estimation
84
Schätzung
83
Share price
71
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65
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65
Time series analysis
57
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57
Welt
54
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54
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52
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48
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43
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Estimation theory
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33
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Chen, Cathy W. S.
Ma, Feng
McAleer, Michael
Gupta, Rangan
148
Fabozzi, Frank J.
101
Zaremba, Adam
85
McMillan, David G.
83
Narayan, Paresh Kumar
82
Tiwari, Aviral Kumar
80
Hammoudeh, Shawkat
77
Wong, Wing Keung
73
Bouri, Elie
69
Faff, Robert W.
67
Wohar, Mark E.
65
Kang, Sang Hoon
62
Ryu, Doojin
59
Nguyen, Duc Khuong
58
Xuan Vinh Vo
57
Caporale, Guglielmo Maria
55
Madura, Jeff
53
Brooks, Robert
52
Lien, Da-hsiang Donald
51
Mensi, Walid
50
Hassan, M. Kabir
49
Zhang, Wei
49
Xiong, Xiong
48
Yoon, Seong-min
47
Lucey, Brian M.
46
Wang, Yudong
46
Apergēs, Nikolaos
45
Hamori, Shigeyuki
45
Satchell, Stephen
45
Zhang, Yaojie
45
Chiang, Thomas C.
43
Gil-Alaña, Luis A.
43
Corbet, Shaen
40
Demirer, Rıza
40
Salisu, Afees A.
40
Ur Rehman, Mobeen
40
Auer, Benjamin R.
39
Engle, Robert F.
39
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Energy economics
20
International review of financial analysis
14
Applied economics
11
International review of economics & finance : IREF
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
9
Economic modelling
7
International journal of finance & economics : IJFE
7
International journal of forecasting
7
Journal of economic surveys
7
Finance research letters
6
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6
Computational economics
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Econometric reviews
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3
Risks : open access journal
3
China finance review international
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
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Applied financial economics
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Economia : revista da ANPEC
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Financial Studies : open access journal
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1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
183
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1
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:
2
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:
3
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:
4
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:
5
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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 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:
8
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:
9
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:
10
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:
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