//--> //--> //--> //-->
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
~person:"Gupta, Rangan"
~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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
59
Volatilität
59
Forecasting model
52
Prognoseverfahren
52
Realized volatility
37
Capital income
36
Kapitaleinkommen
36
Aktienmarkt
25
Stock market
25
ARCH model
23
ARCH-Modell
23
Estimation
23
Schätzung
23
Börsenkurs
22
Share price
22
Welt
22
World
22
Oil price
18
Ölpreis
18
Forecast
17
Prognose
17
realized volatility
17
Forecasting
14
Time series analysis
13
Zeitreihenanalyse
13
USA
12
United States
12
Commodity derivative
9
Rohstoffderivat
9
forecasting
9
Erdöl
8
Petroleum
8
Risiko
8
Risk
8
Volatility forecasting
8
Anlageverhalten
5
Behavioural finance
5
Theorie
5
Theory
5
Financial crisis
4
more ...
less ...
Online availability
All
Undetermined
48
Free
13
Type of publication
All
Article
51
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
60
Undetermined
1
Author
All
Gupta, Rangan
Ma, Feng
Bollerslev, Tim
58
McAleer, Michael
40
Hautsch, Nikolaus
36
Podolskij, Mark
35
Todorov, Viktor
35
Andersen, Torben G.
34
Diebold, Francis X.
26
Pierdzioch, Christian
23
Sévi, Benoît
22
Chevallier, Julien
20
Degiannakis, Stavros
19
Ranaldo, Angelo
19
Medeiros, Marcelo C.
18
Baruník, Jozef
17
Christensen, Kim
17
Tauchen, George
17
Hounyo, Ulrich
16
Scharth, Marcel
16
Yu, Jun
16
Asai, Manabu
15
Christensen, Bent Jesper
15
Li, Jia
15
Nielsen, Morten Ørregaard
15
Vetter, Mathias
15
Allen, David E.
14
Caporin, Massimiliano
14
Gallo, Giampiero M.
14
Liao, Yin
14
Mykland, Per A.
14
Stübinger, Johannes
14
Tauchen, George Eugene
14
Clements, Adam
13
Bibinger, Markus
12
Li, Yingying
12
Molnár, Peter
12
Patton, Andrew J.
12
Andersen, Torben
11
Barunik, Jozef
11
more ...
less ...
Published in...
All
Department of Economics working paper series
9
Energy economics
5
International journal of finance & economics : IJFE
5
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
Applied economics letters
3
Journal of forecasting
3
Annals of financial economics
2
China finance review international
2
International review of economics & finance : IREF
2
The European journal of finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Economics and Business Letters : EBL
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International journal of forecasting
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of management science and engineering
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
RePEc
1
Showing
1
-
10
of
61
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
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:
3
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
4
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:
5
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
Saved in:
6
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
7
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
8
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
9
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
10
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->