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Forecasting model
102
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102
Volatility
92
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92
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63
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63
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48
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Ma, Feng
McAleer, Michael
468
Gupta, Rangan
408
Diebold, Francis X.
263
Caporale, Guglielmo Maria
221
Marcellino, Massimiliano
221
Pierdzioch, Christian
216
Franses, Philip Hans
208
Härdle, Wolfgang
197
Timmermann, Allan
195
Koopman, Siem Jan
185
Ravazzolo, Francesco
170
Clark, Todd E.
169
Chang, Chia-Lin
167
Bollerslev, Tim
166
Swanson, Norman R.
152
Fabozzi, Frank J.
150
Pesaran, M. Hashem
144
Clements, Michael P.
140
Kapetanios, George
135
McMillan, David G.
128
Ghysels, Eric
122
Bouri, Elie
121
Giannone, Domenico
120
Madan, Dilip B.
117
Hyndman, Rob J.
116
McCracken, Michael W.
115
Kilian, Lutz
113
Hautsch, Nikolaus
111
Dijk, Dick van
110
Andersen, Torben
109
Engle, Robert F.
108
Aizenman, Joshua
103
Wohar, Mark E.
102
Spagnolo, Nicola
101
Döpke, Jörg
100
Hendry, David F.
100
Lux, Thomas
99
Rossi, Barbara
97
Koop, Gary
96
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Energy economics
22
International review of financial analysis
14
Economic modelling
9
International review of economics & finance : IREF
8
Applied economics
7
Finance research letters
7
International journal of finance & economics : IJFE
7
Applied economics letters
4
Journal of forecasting
4
International journal of forecasting
3
Journal of empirical finance
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics 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
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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)
114
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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
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:
9
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:
10
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
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