//--> //--> //-->
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:"Applied economics letters"
~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
A variance decomposition for s...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Forecasting model
2
Prognoseverfahren
2
Share price
2
Volatility
2
Aktienmarkt
1
CARR-MIDAS model
1
Capital income
1
Commodity derivative
1
Economic policy
1
Economic policy uncertainty
1
Estimation
1
Forward-looking information
1
Implied volatility
1
Index futures
1
Index-Futures
1
Kapitaleinkommen
1
Oil price
1
Realized EGARCH-MIDAS
1
Realized kernel
1
Rohstoffderivat
1
Schätzung
1
Stock market
1
Volatility forecasting
1
Welt
1
Wirtschaftspolitik
1
World
1
oil futures price volatility
1
price range
1
volatility forecasting
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Wu, Xinyu
Ma, Feng
3
Diao, Xundi
2
Olson, Eric
2
Pati, Pratap Chandra
2
Power, Gabriel J.
2
Ryu, Doojin
2
Shin, Dong-wan
2
You, Yu
2
Afonso, António
1
Alfarano, Simone
1
Ambros, Maximilian
1
Arnold, Ivo J. M.
1
Assimakopoulos, V.
1
Avioz, Ilanit
1
Azhar Mohamad
1
Baba, Naohiko
1
Baek, Changryong
1
Baklaci, H. F.
1
Balaban, Ercan
1
Bao, Yuejiao
1
Baumöhl, E.
1
Bautista, C. C.
1
Bautista, Carlos C.
1
Bayar, Asli
1
Behera, Chinmaya
1
Bisaglia, Luisa
1
Blazsek, Szabolcs
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Botsaris, Charalampos
1
Browning, Chris
1
Cai, Charlie
1
Can, E.
1
Caporale, Guglielmo Maria
1
Catalão-Lopes, Margarida
1
Celik, Mehmet Sinan
1
Chan, Hing-lin
1
Chaudhury, Mohammed M.
1
Chen, Jian
1
more ...
less ...
Published in...
All
Applied economics letters
Finance research letters
3
Applied economics
1
Energy economics
1
International review of economics & finance : IREF
1
Journal of risk
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->