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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Finance research letters"
~person:"Shi, Yanlin"
~person:"Wu, Xinyu"
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Volatilität
Estimation
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Schätzung
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Volatility
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ARCH model
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ARCH-Modell
4
Capital income
3
Kapitaleinkommen
3
Estimation theory
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Ankündigungseffekt
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Continuous particle filter
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Diskrete Entscheidung
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HAR
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Heteroskedasticity
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Higher moments
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MIDAS
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Markov regime-switching FIEGARCH
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Method of moments
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Momentenmethode
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Monte Carlo simulation
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Monte-Carlo-Simulation
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News sentiment
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Public information arrival
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Shi, Yanlin
Wu, Xinyu
Corbet, Shaen
3
Tiwari, Aviral Kumar
3
Yarovaya, Larisa
3
Akyildirim, Erdinc
2
Brzeszczyński, Janusz
2
Chiang, Thomas C.
2
Gil-Alaña, Luis A.
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Gupta, Rangan
2
Ji, Qiang
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Ma, Feng
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Xie, Haibin
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Abakah, Emmanuel Joel Aikins
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Adesina, Tola
1
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1
An, Na
1
An, Yaning
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Annaert, Jan
1
Ardia, David
1
Arnerić, Josip
1
Asgharian, Hossein
1
Auer, Benjamin R.
1
Aysan, Ahmet Faruk
1
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1
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Bai, Yujuan
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Basu, Anup K.
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1
Batten, Jonathan A.
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Bekiros, Stelios
1
Ben Ammar, Imen
1
Bhatia, Vaneet
1
Bitetto, Alessandro
1
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Finance research letters
Journal of risk
3
International review of economics & finance : IREF
2
Pacific-Basin finance journal
2
Applied economics
1
Applied economics letters
1
International review of financial analysis
1
Journal of financial econometrics
1
Journal of risk : JOR
1
Journal of the Operational Research Society
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
2
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
3
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
4
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
5
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
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