//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ma, Feng"
~person:"Mensi, Walid"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
321
Volatilität
321
ARCH model
140
ARCH-Modell
140
Aktienmarkt
132
Stock market
132
Börsenkurs
118
Forecasting model
118
Prognoseverfahren
118
Share price
118
Oil price
105
Ölpreis
105
Estimation
89
Schätzung
89
Capital income
88
Kapitaleinkommen
88
Welt
85
World
85
Spillover effect
83
Spillover-Effekt
83
Commodity derivative
51
Rohstoffderivat
51
Volatility forecasting
44
Risiko
38
Risk
38
Oil market
30
USA
30
United States
30
Ankündigungseffekt
29
Announcement effect
29
Ölmarkt
29
Emerging economies
28
Exchange rate
28
Schwellenländer
28
Wechselkurs
28
China
27
Portfolio selection
26
Portfolio-Management
26
Time series analysis
25
Zeitreihenanalyse
25
more ...
less ...
Online availability
All
Undetermined
207
Free
78
Type of publication
All
Article
250
Book / Working Paper
71
Type of publication (narrower categories)
All
Article in journal
249
Aufsatz in Zeitschrift
249
Arbeitspapier
52
Working Paper
52
Graue Literatur
50
Non-commercial literature
50
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
321
Author
All
Ma, Feng
Mensi, Walid
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Zhang, Yaojie
McAleer, Michael
288
Gupta, Rangan
235
Caporale, Guglielmo Maria
167
Bollerslev, Tim
144
Chang, Chia-Lin
111
Bouri, Elie
110
Diebold, Francis X.
104
Andersen, Torben
98
Pierdzioch, Christian
96
Aizenman, Joshua
89
Bekaert, Geert
79
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Härdle, Wolfgang
72
Koopman, Siem Jan
71
Todorov, Viktor
68
McMillan, David G.
67
Tiwari, Aviral Kumar
67
Caporin, Massimiliano
65
Kočenda, Evžen
62
Asai, Manabu
61
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Gil-Alaña, Luis A.
55
Hautsch, Nikolaus
53
Lux, Thomas
53
Clements, Adam
52
Fernández-Villaverde, Jesús
52
Buch, Claudia M.
51
Caballero, Ricardo J.
51
Christoffersen, Peter F.
51
Christiansen, Charlotte
50
Dijk, Dick van
50
more ...
less ...
Published in...
All
Energy economics
39
CESifo working papers
17
Applied economics
16
Economics and finance working paper series
16
International review of economics & finance : IREF
16
International review of financial analysis
16
The North American journal of economics and finance : a journal of financial economics studies
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Finance research letters
12
Economic modelling
11
International journal of finance & economics : IJFE
9
Journal of forecasting
8
CESifo Working Paper Series
7
Economics letters
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
DIW Berlin Discussion Paper
6
International journal of forecasting
6
Research in international business and finance
6
Applied economics letters
5
Journal of international financial markets, institutions & money
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Borsa Istanbul Review
3
Journal of empirical finance
3
Korea and the world economy
3
Pacific-Basin finance journal
3
The Korean economic review
3
The journal of futures markets
3
Australian economic papers
2
China finance review international
2
Dae oe gyeong je yeon gu
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of banking & finance
2
Journal of international money and finance
2
Journal of management science and engineering
2
Review of international economics
2
The European journal of finance
2
The journal of the Korean economy
2
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
3
RePEc
1
Showing
51
-
60
of
321
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
52
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
53
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
54
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
55
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
56
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:
57
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:
58
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
59
Liquidity and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
Saved in:
60
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->