Narrow search
Showing 1 - 10 of 38
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
Cover Image
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
Cover Image
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
Cover Image
International stock market volatility : a data-rich environment based on oil shocks
Lu, Xinjie; Ma, Feng; Wang, Tianyang; Wen, Fenghua - In: Journal of economic behavior & organization : JEBO 214 (2023), pp. 184-215
Persistent link: https://www.econbiz.de/10014478333
Cover Image
International commodity-market tail risk and stock volatility
Zhong, Juandan; Long, Huaigang; Ma, Feng; Wang, Jiqian - In: Applied economics 55 (2023) 49, pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Cover Image
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Cover Image
Global equity market volatility forecasting : new evidence
Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 594-609
Persistent link: https://www.econbiz.de/10012814844