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subject:"Time series analysis"
~isPartOf:"International review of economics & finance : IREF"
~person:"Chen, Wang"
~subject:"Volatilität"
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Time series analysis
Volatilität
ARCH model
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Aktienmarkt
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Conditional autoregressive value at risk
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Chen, Wang
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International review of economics & finance : IREF
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Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang
;
Lu, Xinjie
;
Wang, Jiqian
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
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2
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
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