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~person:"Ma, Feng"
~subject:"Markov chain"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Prognosetechnik"
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Markov chain
Zeitreihenanalyse
Forecasting model
104
Prognoseverfahren
104
Volatility
82
Volatilität
82
ARCH model
61
ARCH-Modell
61
Börsenkurs
43
Share price
43
Aktienmarkt
40
Stock market
40
Oil price
39
Ölpreis
39
Capital income
38
Kapitaleinkommen
38
Volatility forecasting
37
Estimation
33
Schätzung
33
Commodity derivative
28
Rohstoffderivat
28
Welt
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World
28
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22
Prognose
22
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15
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Ma, Feng
Hyndman, Rob J.
71
Franses, Philip Hans
66
Gupta, Rangan
62
Ravazzolo, Francesco
62
Marcellino, Massimiliano
56
Koop, Gary
49
Pesaran, M. Hashem
49
Koopman, Siem Jan
48
Timmermann, Allan
44
Swanson, Norman R.
43
Kapetanios, George
37
McAleer, Michael
36
Clements, Michael P.
34
Dijk, Herman K. van
34
Athanasopoulos, George
33
Hendry, David F.
33
Casarin, Roberto
28
Clark, Todd E.
28
Kunst, Robert M.
27
Huber, Florian
25
Makridakis, Spyros G.
25
Pick, Andreas
25
Schorfheide, Frank
25
Stock, James H.
25
Dijk, Dick van
24
Korobilis, Dimitris
24
Petropoulos, Fotios
24
Giannone, Domenico
23
Grassi, Stefano
23
Lux, Thomas
23
Pettenuzzo, Davide
23
Proietti, Tommaso
23
Costantini, Mauro
22
Croux, Christophe
22
Watson, Mark W.
22
Mitchell, James
21
Ghysels, Eric
20
Guidolin, Massimo
20
Moosa, Imad A.
20
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Energy economics
5
Applied economics letters
3
Applied economics
2
International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of forecasting
1
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
5
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
6
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
7
Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu
;
Yan, Yan
;
Xu, Jiali
;
Liao, Ying
;
Ma, Feng
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
Saved in:
8
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
9
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
10
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:
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