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~person:"Ma, Feng"
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Forecasting model
99
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99
Volatility
79
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58
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58
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42
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Ma, Feng
Gupta, Rangan
333
Franses, Philip Hans
230
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227
Ravazzolo, Francesco
205
Diebold, Francis X.
201
Timmermann, Allan
198
Michelsen, Claus
186
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160
Clark, Todd E.
158
Pierdzioch, Christian
157
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155
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152
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151
Baldi, Guido
149
Engerer, Hella
149
Fichtner, Ferdinand
142
Rossi, Barbara
141
Kapetanios, George
137
Kilian, Lutz
122
Dreger, Christian
119
McCracken, Michael W.
119
Hyndman, Rob J.
118
Giannone, Domenico
116
Pesaran, M. Hashem
116
Rieth, Malte
116
Swanson, Norman R.
114
Hendry, David F.
112
Brenke, Karl
109
Lahiri, Kajal
106
Koop, Gary
105
Schorfheide, Frank
103
Siliverstovs, Boriss
103
Fildes, Robert
95
Koopman, Siem Jan
95
Kooths, Stefan
92
Mishkin, Frederic S.
92
Dijk, Dick van
89
Ghysels, Eric
89
Dijk, Herman K. van
88
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Energy economics
17
International review of financial analysis
13
Economic modelling
8
International review of economics & finance : IREF
8
International journal of finance & economics : IJFE
7
Applied economics
6
Finance research letters
6
Journal of forecasting
4
Applied economics letters
3
International journal of forecasting
3
Journal of empirical finance
3
China finance review international
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
Department of Economics working paper series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Physica A: Statistical Mechanics and its Applications
1
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ECONIS (ZBW)
99
RePEc
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1
Does Energy Consumption Play a Key Role? Re-evaluating the Energy Consumption-Economic Growth Nexus From GDP Growth Rates Forecasting
Lu, Fei
;
Ma, Feng
-
2023
apply
forecast
encompassing tests and variable selections to investigate the predictive information statistically. By …
Persistent link: https://www.econbiz.de/10014348414
Saved in:
2
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
-
2022
particular ensemble models and neural network models. Most interestingly, we are the first to consider the “
forecast
combination …
Persistent link: https://www.econbiz.de/10013294858
Saved in:
3
U.S. GDP Growth Rate Predictability : New Evidence
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Fei, Xia
-
2022
, which reflects its ability to improve
forecast
accuracy when considering a large set of macroeconomic indicators. The …
Persistent link: https://www.econbiz.de/10013295573
Saved in:
4
The role of categorical EPU indices in predicting stock-market returns
Chen, Juan
;
Ma, Feng
;
Qiu, Xuemei
;
Li, Tao
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 365-378
Persistent link: https://www.econbiz.de/10014472350
Saved in:
5
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
6
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
7
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:
8
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:
9
Prediction of Crude Oil Prices in a Mixed-Frequency Data-Rich Condition : New Evidence from the LASSO-MIDAS Model
Hao, Jianyang
;
wang, lu
;
Wahab, M.I.M
;
Ma, Feng
-
2022
In a data-rich environment, few studies use many predictors at different frequencies to
forecast
crude oil returns …
Persistent link: https://www.econbiz.de/10013308801
Saved in:
10
To jump or not to jump : momentum of jumps in crude oil price volatility prediction
Zhang, Yaojie
;
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
- In:
Financial innovation : FIN
8
(
2022
),
pp. 1-31
competing strategies such as
forecast
combinations and shrinkage methods. A mean-variance investor who targets a constant Sharpe …
Persistent link: https://www.econbiz.de/10013272635
Saved in:
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