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~subject:"Volatility forecasting"
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Volatility forecasting
Forecasting model
112
Prognoseverfahren
112
Volatility
108
Volatilität
108
ARCH model
72
ARCH-Modell
72
Börsenkurs
58
Share price
58
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53
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53
Aktienmarkt
51
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51
China
49
Capital income
45
Kapitaleinkommen
45
Welt
43
World
43
Estimation
42
Schätzung
42
Commodity derivative
34
Rohstoffderivat
34
Theorie
27
Theory
27
Forecast
26
Prognose
26
Risiko
22
Risk
22
Realized volatility
19
Erdöl
16
Petroleum
16
Time series analysis
16
United States
16
Zeitreihenanalyse
16
Coronavirus
15
USA
15
Economic policy
12
Wirtschaftspolitik
12
Markov chain
11
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11
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42
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Ma, Feng
36
Zhang, Yaojie
14
Liu, Jing
8
Wahab, M. I. M.
8
Wang, Lu
7
Wei, Yu
7
Liang, Chao
6
Wang, Jiqian
5
Lu, Xinjie
4
Chen, Wang
3
Huang, Dengshi
3
Li, Yan
3
Liu, Li
3
Lai, Xiaodong
2
Li, Yu
2
Liao, Yin
2
Tang, Yusui
2
Xu, Weiju
2
Yang, Ke
2
Bouri, Elie
1
Cao, Yang
1
Chen, Yixiang
1
Chevallier, Julien
1
Damette, Olivier
1
Ding, Hui
1
Duy Duong
1
Gao, Xinxin
1
Guo, Qiang
1
Guo, Xiaozhu
1
Hao, Jianyang
1
He, Feng
1
Hong, Yanran
1
Lang, Qiaoqi
1
Li, Haibo
1
Li, Tao
1
Li, Xiafei
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Lu, Botao
1
Lu, Fei
1
Luo, Lian
1
Luu Duc Toan Huynh
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Energy economics
12
Applied economics
5
International review of economics & finance : IREF
5
Economic modelling
4
International review of financial analysis
4
Finance research letters
2
Journal of economic behavior & organization
2
China finance review international
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of management science and engineering
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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1
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
2
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:
3
Categorial economic policy uncertainty indices or Twitter-based uncertainty indices? : evidence from Chinese stock market
Lu, Xinjie
;
Lang, Qiaoqi
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473350
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
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