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
~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ma, Feng"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Commodity derivative
3
Forecasting model
3
Oil price
3
Prognoseverfahren
3
Rohstoffderivat
3
Volatility
3
Volatilität
3
Ölpreis
3
Capital income
2
Erdöl
2
Estimation
2
High-frequency data
2
Kapitaleinkommen
2
Petroleum
2
Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienmarkt
1
Börsenkurs
1
Crude oil
1
Crude oil futures
1
Density
1
Financial investment
1
Forecasting
1
Futures
1
GARCH
1
HAR-RV-type models
1
Jump test selection
1
Kapitalanlage
1
Oil futures volatility
1
Portfolio
1
Portfolio selection
1
Portfolio-Management
1
Realized volatility
1
Share price
1
Stock market
1
USA
1
United States
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ma, Feng
Hammoudeh, Shawkat
10
Ji, Qiang
10
Mensi, Walid
6
Bouri, Elie
5
Fan, Ying
5
Gupta, Rangan
5
Kang, Sang Hoon
5
Liu, Bing-Yue
5
McAleer, Michael
5
Al-Yahyaee, Khamis Hamed
4
Shahzad, Syed Jawad Hussain
4
Tiwari, Aviral Kumar
4
Al-Jarrah, Idries Mohammad Wanas
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chevallier, Julien
3
Herrera, Rodrigo
3
Huang, Hung-Hsi
3
Jimenez-Martin, Juan-Angel
3
Kuhn, Daniel
3
Peng, Cheng
3
Prokopczuk, Marcel
3
Reboredo, Juan Carlos
3
Ruiz, Carlos
3
Wang, Xingchun
3
Zhang, Weiguo
3
Zhang, Yue-jun
3
Alizadeh-Masoodian, Amir H.
2
Allen, David E.
2
Asai, Manabu
2
Bakshi, Nitin
2
Banerjee, Ameet Kumar
2
Bao, Ying
2
Bauer, Daniel
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Brown, David B.
2
Chen, Liyuan
2
Chen, Rongda
2
more ...
less ...
Published in...
All
Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
2
China finance review international
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
What the investors need to know about forecasting oil futures return volatility
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Wu, Chongfeng
- In:
Energy economics
57
(
2016
),
pp. 128-139
Persistent link: https://www.econbiz.de/10011698302
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
