//--> //--> //--> //-->
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
~accessRights:"restricted"
~person:"Ma, Feng"
~subject:"Estimation"
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
Growing Wealth with Fixed-Mix...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
89
Volatilität
89
Forecasting model
77
Prognoseverfahren
77
ARCH model
62
ARCH-Modell
62
Oil price
39
Ölpreis
39
Aktienmarkt
38
Stock market
38
Börsenkurs
37
Share price
37
Volatility forecasting
35
Commodity derivative
29
Rohstoffderivat
29
Capital income
25
Kapitaleinkommen
25
Schätzung
25
Welt
25
World
25
Realized volatility
15
Erdöl
14
Petroleum
14
Risiko
12
Risk
12
Time series analysis
12
Zeitreihenanalyse
12
Forecast
10
Prognose
10
China
9
USA
9
United States
9
Markov chain
7
Markov-Kette
7
Oil market
7
Schock
7
Shock
7
Theorie
7
Theory
7
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Ma, Feng
Gupta, Rangan
55
Bouri, Elie
23
Bahmani-Oskooee, Mohsen
21
Pierdzioch, Christian
20
Balcilar, Mehmet
19
Todorov, Viktor
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
15
Tiwari, Aviral Kumar
15
Bollerslev, Tim
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
13
Zhu, Huiming
13
Yoon, Seong-min
12
Zhang, Yaojie
12
Jawadi, Fredj
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Kelly, Bryan T.
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
Ji, Qiang
9
McAleer, Michael
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Roubaud, David
8
Salisu, Afees A.
8
Sehgal, Sanjay
8
Shahzad, Syed Jawad Hussain
8
Shi, Yanlin
8
Tauchen, George Eugene
8
Yin, Libo
8
more ...
less ...
Published in...
All
Energy economics
6
Applied economics
4
International journal of finance & economics : IJFE
3
Applied economics letters
2
Finance research letters
2
International review of financial analysis
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
2
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:
3
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
4
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:
5
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:
6
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
7
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
8
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
9
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
10
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->