//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
type_genre:"Survey"
~person:"Brooks, Robert"
~person:"Wu, Xinyu"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
47
Schätzung
47
Volatility
26
ARCH model
19
ARCH-Modell
19
Capital income
17
Kapitaleinkommen
17
Börsenkurs
16
Share price
16
Aktienmarkt
12
Australia
12
Australien
12
Stock market
12
Theorie
12
Theory
12
Forecasting model
10
Prognoseverfahren
10
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Schätztheorie
7
Exchange rate
6
Spillover effect
6
Spillover-Effekt
6
Wechselkurs
6
Risiko
5
Risk
5
USA
5
United States
5
CAPM
4
China
4
Higher moments
4
Realized EGARCH
4
Aktienindex
3
Beta risk
3
Betafaktor
3
Devisenmarkt
3
Financial crisis
3
Finanzkrise
3
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Brooks, Robert
Wu, Xinyu
Gupta, Rangan
59
Bahmani-Oskooee, Mohsen
33
Ma, Feng
25
Todorov, Viktor
24
McAleer, Michael
23
Bollerslev, Tim
22
Bouri, Elie
22
Pierdzioch, Christian
22
Kumar, Dilip
20
Wohar, Mark E.
20
Xuan Vinh Vo
20
Balcilar, Mehmet
19
Caporale, Guglielmo Maria
16
Kang, Sang Hoon
16
Mensi, Walid
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Yoon, Seong-min
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Caporin, Massimiliano
11
Floros, Christos
11
Nonejad, Nima
11
Zhang, Yaojie
11
Bali, Turan G.
10
Chevallier, Julien
10
more ...
less ...
Published in...
All
International review of economics & finance : IREF
4
Finance research letters
3
Journal of risk
3
Pacific-Basin finance journal
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Australian journal of management
1
Global finance journal
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of international financial markets, institutions & money
1
Journal of risk : JOR
1
Studies in economics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
9
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:
10
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->