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~language:"eng"
~person:"Ma, Feng"
~subject:"Capital income"
~subject:"Oil price"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Capital income
Oil price
Forecasting model
91
Prognoseverfahren
91
Volatility
87
Volatilität
87
ARCH model
60
ARCH-Modell
60
Börsenkurs
47
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47
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43
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40
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39
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39
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34
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Ma, Feng
Gupta, Rangan
166
Zaremba, Adam
97
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81
Wohar, Mark E.
69
McMillan, David G.
68
Narayan, Paresh Kumar
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67
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Bouri, Elie
62
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49
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48
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47
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47
Xuan Vinh Vo
44
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43
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43
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43
Brooks, Robert
41
Cakici, Nusret
41
Mensi, Walid
41
Bali, Turan G.
40
Ji, Qiang
38
Salisu, Afees A.
38
Yin, Libo
38
Balcilar, Mehmet
36
Fletcher, Jonathan
36
Gil-Alaña, Luis A.
36
Kang, Sang Hoon
35
Caporale, Guglielmo Maria
34
Sehgal, Sanjay
34
Titman, Sheridan
34
Chiang, Thomas C.
33
Umar, Zaghum
33
Wen, Fenghua
33
Zhang, Wei
33
Lee, Chien-chiang
31
Apergēs, Nikolaos
30
Kumar, Dilip
30
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30
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Energy economics
17
International review of financial analysis
11
Economic modelling
6
International review of economics & finance : IREF
5
Finance research letters
4
International journal of finance & economics : IJFE
4
Applied economics
3
Applied economics letters
3
Journal of empirical finance
3
Journal of forecasting
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of forecasting
1
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1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
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1
Pacific-Basin finance journal
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1
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ECONIS (ZBW)
74
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10
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74
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie
;
Ma, Feng
;
Wang, Tianyang
;
Wen, Fenghua
- In:
Journal of economic behavior & organization : JEBO
214
(
2023
),
pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
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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