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~person:"Herwartz, Helmut"
~person:"Ma, Feng"
~subject:"Aktienmarkt"
~subject:"Volatility"
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Evolution of Market Uncertaint...
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140
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83
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Herwartz, Helmut
Ma, Feng
McAleer, Michael
287
Gupta, Rangan
238
Caporale, Guglielmo Maria
183
Bollerslev, Tim
144
Bouri, Elie
110
Chang, Chia-Lin
110
Diebold, Francis X.
106
Andersen, Torben
98
Pierdzioch, Christian
97
Spagnolo, Nicola
97
Aizenman, Joshua
88
Bekaert, Geert
80
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Härdle, Wolfgang
72
Koopman, Siem Jan
72
Tiwari, Aviral Kumar
69
Gil-Alaña, Luis A.
68
McMillan, David G.
68
Todorov, Viktor
68
Caporin, Massimiliano
65
Kočenda, Evžen
62
Wohar, Mark E.
62
Asai, Manabu
61
Chiarella, Carl
61
Corbet, Shaen
61
Lucey, Brian M.
61
Lux, Thomas
60
Kang, Sang Hoon
57
Hautsch, Nikolaus
53
Mensi, Walid
53
Clements, Adam
52
Fernández-Villaverde, Jesús
52
Buch, Claudia M.
51
Caballero, Ricardo J.
51
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51
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50
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50
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20
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10
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7
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7
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7
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1
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ECONIS (ZBW)
139
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1
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
2
Structural analysis of portfolio risk using beta impulse response functions
Hefner, Christian M.
;
Herwartz, Helmut
- In:
Statistica Neerlandica : journal of the Netherlands …
52
(
1998
)
3
,
pp. 336-355
Persistent link: https://www.econbiz.de/10001352924
Saved in:
3
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
4
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:
5
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:
6
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
7
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:
8
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:
9
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:
10
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
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