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Forecasting realized range volatility : a regime-switching approach
Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
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Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut; Reimers, Hans-Eggert - In: Jahrbücher für Nationalökonomie und Statistik (1999) 3/4, pp. 375-392
Persistent link: https://www.econbiz.de/10001451400
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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
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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
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Financial stress and oil market volatility : new evidence
Pang, Dan; Ma, Feng; Wahab, M. I. M.; Zhu, Bo - In: Applied economics letters 30 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013552939