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~person:"Ma, Feng"
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EMPIRICAL LAWS OF A STOCK PRIC...
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Volatility
92
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92
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80
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63
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63
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42
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Ma, Feng
McAleer, Michael
361
Gupta, Rangan
234
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179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
108
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98
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98
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96
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94
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82
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79
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79
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79
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76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
72
Kočenda, Evžen
70
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69
McMillan, David G.
68
Todorov, Viktor
68
Tiwari, Aviral Kumar
66
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65
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65
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64
Corbet, Shaen
63
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62
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58
Christoffersen, Peter F.
57
Kang, Sang Hoon
57
Narayan, Paresh Kumar
57
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56
Gil-Alaña, Luis A.
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
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53
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Energy economics
20
International review of financial analysis
10
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7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Economic modelling
6
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4
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4
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
92
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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