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~person:"Ma, Feng"
~subject:"Estimation"
~subject:"Finanzmarkt"
~subject:"Stock market"
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Growing Wealth with Fixed-Mix...
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Volatility
94
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94
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82
Prognoseverfahren
82
ARCH model
65
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65
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42
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Ma, Feng
Gupta, Rangan
138
Caporale, Guglielmo Maria
113
McAleer, Michael
102
Pierdzioch, Christian
69
Bollerslev, Tim
62
Bouri, Elie
56
Bekaert, Geert
52
Bali, Turan G.
46
Gil-Alaña, Luis A.
45
Diebold, Francis X.
44
Engle, Robert F.
44
Spagnolo, Nicola
44
Zaremba, Adam
44
Kang, Sang Hoon
42
Mensi, Walid
41
Hautsch, Nikolaus
39
Belke, Ansgar
38
Xuan Vinh Vo
38
Wohar, Mark E.
36
Härdle, Wolfgang
35
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Buch, Claudia M.
33
Hammoudeh, Shawkat
33
Lux, Thomas
33
Rodriguez, Gabriel
33
Andersen, Torben
31
Balcilar, Mehmet
31
Kočenda, Evžen
31
Tiwari, Aviral Kumar
31
Asai, Manabu
30
Caporin, Massimiliano
30
McMillan, David G.
30
Tauchen, George Eugene
30
Döpke, Jörg
29
Herwartz, Helmut
29
Prokopczuk, Marcel
29
Chang, Chia-Lin
28
Corbet, Shaen
28
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Energy economics
9
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5
Finance research letters
5
International review of economics & finance : IREF
5
International review of financial analysis
5
International journal of finance & economics : IJFE
4
Economic modelling
3
International journal of forecasting
3
Applied economics letters
2
China finance review international
2
Journal of forecasting
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
54
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1
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:
2
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:
3
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:
4
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:
5
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
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
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:
8
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:
9
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
10
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
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