Narrow search
Showing 1 - 10 of 11
Cover Image
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Cover Image
Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing; Ma, Feng; Yang, Ke; Zhang, Yaojie - In: Energy economics 72 (2018), pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Cover Image
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Cover Image
Forecasting the realized range-based volatility using dynamic model averaging approach
Liu, Jing; Wei, Yu; Ma, Feng; Wahab, M. I. M. - In: Economic modelling 61 (2017), pp. 12-26
Persistent link: https://www.econbiz.de/10011736682
Cover Image
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching : New evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of Forecasting 41 (2021) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10012808298
Cover Image
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560
Persistent link: https://www.econbiz.de/10014446494