//--> //--> //--> //-->
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:"Herwartz, Helmut"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~subject:"Volatility forecasting"
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
Evolution of Market Uncertaint...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility forecasting
Volatilität
192
Volatility
191
ARCH-Modell
102
ARCH model
101
Forecasting model
85
Prognoseverfahren
85
Aktienmarkt
68
Schätzung
68
Stock market
68
Estimation
67
Oil price
67
Ölpreis
67
Börsenkurs
66
Share price
66
Welt
46
World
46
Capital income
43
Kapitaleinkommen
43
Theorie
37
Theory
37
Commodity derivative
36
Rohstoffderivat
36
Spillover effect
36
Spillover-Effekt
36
Zeitreihenanalyse
29
Time series analysis
28
USA
24
United States
24
Portfolio selection
23
Portfolio-Management
23
Risiko
21
Risk
21
Realized volatility
19
Wechselkurs
19
Deutschland
18
Exchange rate
18
Germany
18
Erdöl
16
Hedging
16
more ...
less ...
Online availability
All
Undetermined
34
Free
2
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Herwartz, Helmut
Ma, Feng
Mensi, Walid
Zhang, Yaojie
21
Liang, Chao
11
Liu, Jing
11
Wei, Yu
10
Lu, Xinjie
9
Wahab, M. I. M.
9
Wang, Lu
8
Wang, Yudong
8
Wang, Jiqian
7
Zeng, Qing
6
Gupta, Rangan
5
Huang, Dengshi
5
Kumar, Dilip
5
Li, Yan
5
Molnár, Peter
5
Wu, Xinyu
5
Andersen, Torben
4
Chen, Wang
4
Degiannakis, Stavros
4
Gong, Xu
4
He, Mengxi
4
Todorova, Neda
4
Lai, Xiaodong
3
Li, Tao
3
Liu, Li
3
Lucey, Brian M.
3
Luu Duc Toan Huynh
3
Lyócsa, Štefan
3
Maheswaran, S.
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xu, Weiju
3
Zhang, Yue-jun
3
Zhong, Juandan
3
Al-Freedi, Ajab
2
Bondarenko, Oleg
2
Bouri, Elie
2
Cho, Hoon
2
Chun, Dohyun
2
more ...
less ...
Published in...
All
Energy economics
11
Applied economics
5
Economic modelling
4
International review of economics & finance : IREF
4
International review of financial analysis
3
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial innovation : FIN
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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
Saved in:
7
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
8
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
9
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
10
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->