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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Wu, Xinyu"
~type:"article"
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Volatilität
Estimation
34
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34
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22
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22
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22
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Bali, Turan G.
Wu, Xinyu
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
McAleer, Michael
24
Todorov, Viktor
24
Bollerslev, Tim
23
Pierdzioch, Christian
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Bouri, Elie
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Kumar, Dilip
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Xuan Vinh Vo
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Asai, Manabu
16
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Gil-Alaña, Luis A.
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Kang, Sang Hoon
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Mensi, Walid
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Rashid, Abdul
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Tiwari, Aviral Kumar
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Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
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Tauchen, George Eugene
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Yoon, Seong-min
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Zhu, Huiming
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Apergēs, Nikolaos
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Belke, Ansgar
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Hegerty, Scott W.
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Lee, Chien-chiang
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Malik, Farooq
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McMillan, David G.
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Wang, Yudong
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Caporin, Massimiliano
11
Floros, Christos
11
Hammoudeh, Shawkat
11
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11
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Finance research letters
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ECONIS (ZBW)
22
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
3
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
6
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk : JOR
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
Saved in:
7
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
8
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
9
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
10
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
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