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~person:"Balli, Faruk"
~person:"Ma, Feng"
~subject:"ARCH model"
~subject:"Portfolio selection"
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ARCH model
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Aktienmarkt
7
Capital income
7
Kapitaleinkommen
7
Stock market
7
Forecasting model
6
Prognoseverfahren
6
Volatility
5
Volatilität
5
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Spillover-Effekt
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Welt
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World
3
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Arabische Golf-Staaten
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Augmented HAR model
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Australien
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COVID-19 pandemic
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Category-specific EPU indices
1
Commodity derivative
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Balli, Faruk
Ma, Feng
Jeribi, Ahmed
7
Fakhfekh, Mohamed
5
Kang, Sang Hoon
4
Liang, Chao
4
Huang, Dengshi
3
Li, Xiafei
3
Ślepaczuk, Robert
3
Abu-Alkheil, Ahmad M.
2
Al-Khazali, Osamah
2
Ben Salem, Marwa
2
Bouri, Elie
2
Daskalaki, Charoula
2
Ghorbel, Achraf
2
Ghorbel, Ahmed
2
Grudniewicz, Jan
2
Kaminska, Iryna
2
Khan, Walayet A.
2
Mensi, Walid
2
Parikh, Bhavik
2
Rizvi, Syed Aun Raza
2
Roberts-Sklar, Matt
2
Roubaud, David
2
Sharma, Prateek
2
Skiadopoulos, George
2
Topaloglou, Nikolas
2
Ur Rehman, Mobeen
2
Vipul
2
Wei, Yu
2
Xuan Vinh Vo
2
Zhang, Yaojie
2
Zoubi, Taisier A.
2
Živkov, Dejan
2
Ababio, Kofi A.
1
Abate, Guido
1
Abbas, Karim
1
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1
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International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
Natural gas volatility predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
2
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
3
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
4
Spillover effects on the sectoral returns for australian and New Zealand equity markets
Balli, Faruk
;
Balli, Hatice Ozer
;
Hong, Ronglan
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 568-589
Persistent link: https://www.econbiz.de/10011659039
Saved in:
5
Sectoral equity returns and portfolio diversification opportunities across the GCC region
Balli, Faruk
;
Basher, Syed Abul
;
Jean-Louis, Rosmy
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 33-48
Persistent link: https://www.econbiz.de/10009762809
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