//--> //--> //-->
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
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Wu, Xinyu"
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:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Estimation theory
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
Volatility forecasting
2
Analysis of variance
1
Continuous particle filter
1
Current return information
1
HAR
1
Higher moments
1
Leverage effect
1
Linear spline
1
MIDAS
1
Measurement
1
Messung
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Non-Gaussianities
1
Persistence
1
Real-Time GARCH-MIDAS
1
RealEGARCH-SK
1
Realized EGARCH
1
Realized kernel
1
Realized measure
1
Realized variance
1
Realized volatility measure
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Wu, Xinyu
Bouri, Elie
10
Roubaud, David
9
Lucey, Brian M.
8
Tiwari, Aviral Kumar
8
Corbet, Shaen
7
Gupta, Rangan
7
Sensoy, Ahmet
7
Lyócsa, Štefan
6
Molnár, Peter
6
Wei, Yu
6
Ji, Qiang
5
Das, Debojyoti
4
Gillas, Konstantinos Gkillas
4
Gozgor, Giray
4
Lau, Chi Keung
4
Li, Wai Keung
4
Lu, Xinjie
4
Luo, Xingguo
4
Shahzad, Syed Jawad Hussain
4
Sun, Xiaolei
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Zaremba, Adam
4
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Caporale, Guglielmo Maria
3
Chan, Joshua
3
Chen, Jun-Home
3
Chi, Xie
3
Corsi, Fulvio
3
Gil-Alaña, Luis A.
3
Guesmi, Khaled
3
Katsiampa, Paraskevi
3
Koopman, Siem Jan
3
Koutsokostas, Drosos
3
Li, Jia
3
Li, Yan
3
more ...
less ...
Published in...
All
Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of risk
3
Applied economics letters
2
Applied economics
1
Computational economics
1
Economic modelling
1
Energy economics
1
International review of economics & finance : IREF
1
Journal of risk : JOR
1
Pacific-Basin finance journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A real-rime GARCH-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
2
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:
3
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->