Similar Search Results

Harnessing the decomposed realized measures for volatility forecasting : evidence from the US stock market

Lu, Botao; Ma, Feng; Wang, Jiqian; Ding, Hui; Wahab, M. … - In: International review of economics & finance : IREF 72 (2021), pp. 672-689

Persistent link: https://www.econbiz.de/10012672074

United States Oil Fund volatility prediction : the roles of leverage effect and jumps

Liang, Chao; Liao, Yin; Ma, Feng; Zhu, Bo - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2239-2262

Persistent link: https://www.econbiz.de/10013197292

The role of oil futures intraday information on predicting US stock market volatility

Tang, Yusui; Xiao, Xiao; Wahab, M. I. M.; Ma, Feng - In: Journal of management science and engineering 6 (2021) 1, pp. 64-74

This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework. In-sample results indicate that oil futures intraday information is helpful to increase the predictability. Moreover, compared to the benchmark model, the...

Persistent link: https://www.econbiz.de/10013206077

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

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

Oil futures volatility prediction : bagging or combination?

Lyu, Zhichong; Ma, Feng; Zhang, Jixiang - In: International review of economics & finance : IREF 87 (2023), pp. 457-467

Persistent link: https://www.econbiz.de/10014472442

Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective

Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560

Persistent link: https://www.econbiz.de/10014446494

International commodity market and stock volatility predictability : evidence from G7 countries

Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71

Persistent link: https://www.econbiz.de/10014446887

Singlehanded or joint race? : stock market volatility prediction

Lu, Xinjie; Ma, Feng; Wang, Jianqiong; Dong, Dayong - In: International review of economics & finance : IREF 80 (2022), pp. 734-754

Persistent link: https://www.econbiz.de/10013342735

Forecasting Pakistan stock market volatility : evidence from economic variables and the uncertainty index

Ghani, Maria; Guo, Qiang; Ma, Feng; Li, Tao - In: International review of economics & finance : IREF 80 (2022), pp. 1180-1189

Persistent link: https://www.econbiz.de/10013343226