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~person:"Ma, Feng"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Zeitreihenanalyse
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92
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92
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81
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81
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65
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65
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Ma, Feng
Gil-Alaña, Luis A.
52
Gupta, Rangan
30
Caporale, Guglielmo Maria
26
McAleer, Michael
23
Tiwari, Aviral Kumar
22
Phillips, Peter C. B.
14
Bollerslev, Tim
13
Li, Jia
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Ramírez, Miguel D.
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Tauchen, George Eugene
13
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12
Taylor, Robert
12
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Hassler, Uwe
11
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11
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11
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10
Degiannakis, Stavros
10
Franses, Philip Hans
10
Lütkepohl, Helmut
10
Sibbertsen, Philipp
10
Asai, Manabu
9
Cavaliere, Giuseppe
9
Hecq, Alain W. J.
9
Rodriguez, Gabriel
9
Wohar, Mark E.
9
Chan, Joshua
8
Chang, Chia-Lin
8
Escribano, Álvaro
8
Herwartz, Helmut
8
Li, Wai Keung
8
Liu, Zhi
8
Paruolo, Paolo
8
Perron, Pierre
8
Yaya, OlaOluwa S.
8
Yoon, Seong-min
8
Balcilar, Mehmet
7
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7
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7
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Energy economics
3
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2
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1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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1
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ECONIS (ZBW)
12
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1
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:
2
Does high-frequency crude oil futures data contain useful information for predicting
volatility
in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
3
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:
4
Forecasting realized
volatility
in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Saved in:
5
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:
6
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:
7
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:
8
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
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
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
Saved in:
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