//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ma, Feng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Identifying common dynamic fea...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
94
Volatilität
94
Forecasting model
82
Prognoseverfahren
82
ARCH model
65
ARCH-Modell
65
Oil price
42
Ölpreis
42
Aktienmarkt
39
Börsenkurs
39
Share price
39
Stock market
39
Volatility forecasting
37
Commodity derivative
31
Rohstoffderivat
31
Capital income
28
Kapitaleinkommen
28
Welt
27
World
27
Estimation
26
Schätzung
26
Realized volatility
18
Erdöl
15
Petroleum
15
Forecast
13
Prognose
13
Risiko
13
Risk
13
Time series analysis
12
Zeitreihenanalyse
12
USA
10
United States
10
China
9
Markov chain
8
Markov-Kette
8
Oil market
7
Schock
7
Shock
7
Theorie
7
Theory
7
more ...
less ...
Online availability
All
Undetermined
89
Free
4
Type of publication
All
Article
92
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
94
Author
All
Ma, Feng
McAleer, Michael
374
Gupta, Rangan
243
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
141
Diebold, Francis X.
115
Bouri, Elie
112
Pierdzioch, Christian
100
Andersen, Torben
98
Aizenman, Joshua
96
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
82
Bekaert, Geert
79
Bahmani-Oskooee, Mohsen
78
Härdle, Wolfgang
77
Engle, Robert F.
76
Caporin, Massimiliano
71
Kočenda, Evžen
70
Tiwari, Aviral Kumar
70
Asai, Manabu
69
McMillan, David G.
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Corbet, Shaen
63
Lux, Thomas
62
Lucey, Brian M.
60
Clements, Adam
58
Gil-Alaña, Luis A.
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Hafner, Christian M.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Allen, David E.
54
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
more ...
less ...
Published in...
All
Energy economics
20
International review of financial analysis
10
Applied economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Economic modelling
6
Finance research letters
5
Applied economics letters
4
Journal of forecasting
4
International journal of forecasting
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
The journal of futures markets
2
Department of Economics working paper series
1
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 empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
94
Showing
1
-
10
of
94
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Which predictor is more predictive for Bitcoin
volatility
? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
3
Forecasting realized range
volatility
: a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
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
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
6
Asymmetric
volatility
spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
He, Feng
;
Ma, Feng
;
Wang, Ziwei
;
Yang, Bohan
- In:
International review of financial analysis
75
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804048
Saved in:
7
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
Saved in:
8
Forecasting crude oil
volatility
with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
9
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
10
Harnessing the decomposed realized measures for
volatility
forecasting : evidence from the US stock market
Lu, Botao
;
Ma, Feng
;
Wang, Jiqian
;
Ding, Hui
;
Wahab, M. …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->