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~person:"Lucas, André"
~person:"Ma, Feng"
~subject:"Dudley entropy integral"
~subject:"Monte Carlo simulation"
~subject:"Multivariate Verteilung"
~subject:"Petroleum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Volatilität"
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Dudley entropy integral
Monte Carlo simulation
Multivariate Verteilung
Petroleum
Volatilität
126
Volatility
125
Forecasting model
83
Prognoseverfahren
83
ARCH model
76
ARCH-Modell
76
Börsenkurs
42
Share price
42
Capital income
41
Kapitaleinkommen
41
Oil price
41
Ölpreis
41
Aktienmarkt
39
Stock market
39
Volatility forecasting
36
Zeitreihenanalyse
36
Time series analysis
35
Estimation
34
Schätzung
34
Commodity derivative
30
Rohstoffderivat
30
Theorie
29
Theory
28
Welt
27
World
27
Realized volatility
17
Stochastic process
16
Stochastischer Prozess
16
Erdöl
14
Forecast
12
Prognose
12
Risiko
12
Risk
12
Statistical distribution
12
Statistische Verteilung
12
USA
11
United States
11
Correlation
10
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10
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8
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Aufsatz in Zeitschrift
Working Paper
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16
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
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English
24
Author
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Lucas, André
Ma, Feng
Koopman, Siem Jan
21
McAleer, Michael
19
Asai, Manabu
10
Bouri, Elie
10
Hammoudeh, Shawkat
10
Forbes, Catherine Scipione
9
Martin, Gael M.
9
Maneesoonthorn, Worapree
8
Wang, Yudong
8
Wei, Yu
8
Chang, Chia-Lin
7
Chevallier, Julien
7
Chiarella, Carl
7
Gupta, Rangan
7
Ji, Qiang
7
Kang, Boda
7
Kumar, Dilip
7
Mensi, Walid
7
Omori, Yasuhiro
7
Tiwari, Aviral Kumar
7
Aloui, Riadh
6
Liu, Li
6
Manner, Hans
6
Rodriguez, Gabriel
6
Zhu, Huiming
6
Bos, Charles S.
5
Ignatieva, Ekaterina
5
Kim, Jong-Min
5
Liang, Chao
5
Liao, Yin
5
Nakajima, Jouchi
5
Rodrigues, Paulo Jorge Maurício
5
Scaillet, Olivier
5
Seeger, Norman
5
Uddin, Mohammed Gazi Salah
5
Wirjanto, Tony S.
5
Xu, Dinghai
5
Al-Yahyaee, Khamis Hamed
4
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Discussion paper / Tinbergen Institute
8
Energy economics
5
Journal of forecasting
2
Applied economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Quantitative finance
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ECONIS (ZBW)
24
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1
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:
2
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:
3
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
4
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
5
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
6
United States Oil Fund volatility prediction : the roles of leverage effect and jumps
Liang, Chao
;
Liao, Yin
;
Ma, Feng
;
Zhu, Bo
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2239-2262
Persistent link: https://www.econbiz.de/10013197292
Saved in:
7
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:
8
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
9
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
10
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
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