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~person:"Herwartz, Helmut"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatilität
192
Volatility
191
ARCH-Modell
102
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101
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85
Aktienmarkt
68
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68
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Herwartz, Helmut
Ma, Feng
Mensi, Walid
Gupta, Rangan
114
McAleer, Michael
51
Pierdzioch, Christian
47
Bollerslev, Tim
46
Zhang, Yaojie
39
Lux, Thomas
35
Diebold, Francis X.
34
Liang, Chao
33
Wang, Yudong
33
Wei, Yu
29
Bouri, Elie
27
Christoffersen, Peter F.
26
Caporin, Massimiliano
25
Clements, Adam
24
McMillan, David G.
24
Salisu, Afees A.
24
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Degiannakis, Stavros
21
Gallo, Giampiero M.
21
Medeiros, Marcelo C.
21
Engle, Robert F.
20
Ghysels, Eric
18
Patton, Andrew J.
18
Bonato, Matteo
17
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Molnár, Peter
17
Chan, Joshua
16
Dijk, Dick van
16
Kumar, Dilip
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Satchell, Stephen
15
Wu, Xinyu
15
Marcellino, Massimiliano
14
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Energy economics
17
International review of financial analysis
9
International review of economics & finance : IREF
8
International journal of finance & economics : IJFE
7
Applied economics
6
Economic modelling
5
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4
Applied economics letters
3
Finance research letters
3
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3
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1
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ECONIS (ZBW)
85
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1
Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng
;
Li, Yu
;
Liu, Li
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
Saved in:
2
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
3
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
4
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:
5
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:
6
State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
Saved in:
7
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:
8
Geopolitical risk and oil volatility : a new insight
Liu, Jing
;
Ma, Feng
;
Tang, Yingkai
;
Zhang, Yaojie
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012182780
Saved in:
9
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
10
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
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