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~person:"Liu, Jing"
~source:"econis"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Lehrbuch"
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Volatilität
Forecasting model
17
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17
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15
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11
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11
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11
Capital income
8
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8
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Aufsatz in Zeitschrift
Collection of articles of several authors
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Liu, Jing
Ma, Feng
75
Gupta, Rangan
67
Zhang, Yaojie
37
Wang, Yudong
32
Liang, Chao
30
Wei, Yu
26
Pierdzioch, Christian
22
Wang, Jiqian
19
Degiannakis, Stavros
18
Bouri, Elie
17
Bollerslev, Tim
16
Lu, Xinjie
16
McMillan, David G.
16
Nonejad, Nima
16
Salisu, Afees A.
16
Kumar, Dilip
15
Li, Yan
14
Liu, Li
14
McAleer, Michael
14
Wu, Xinyu
14
Demirer, Rıza
13
Molnár, Peter
13
Yin, Libo
12
Andersen, Torben
11
Caporin, Massimiliano
11
Gallo, Giampiero M.
11
Huang, Dengshi
11
Wahab, M. I. M.
11
Wu, Chongfeng
11
Li, Xiafei
10
Liu, Xiaoquan
10
Todorova, Neda
10
Wang, Lu
10
Clements, Adam
9
He, Mengxi
9
Lyócsa, Štefan
9
Qiao, Gaoxiu
9
Wohar, Mark E.
9
Zeng, Qing
9
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Economic modelling
3
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3
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Applied economics
1
International journal of forecasting
1
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ECONIS (ZBW)
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1
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
2
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
3
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:
4
How do stock prices respond to the leading economic indicators? : analysis of large and small shocks
Liu, Jing
;
Chen, Zhonglu
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014288289
Saved in:
5
VIX and stock market volatility predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
Saved in:
6
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
7
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
8
Is economic policy uncertainty important to
forecast
the realized volatility of crude oil futures?
Ma, Feng
;
Wahab, M. I. M.
;
Liu, Jing
;
Liu, Li
- In:
Applied economics
50
(
2018
)
18
,
pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Saved in:
9
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
10
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
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