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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Long, Huaigang"
~person:"Wu, Xinyu"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Forecasting model
Estimation
26
Schätzung
26
Capital income
20
Kapitaleinkommen
20
Prognoseverfahren
18
Volatility
15
Volatilität
15
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13
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13
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11
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11
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10
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10
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Übersichtsarbeit
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English
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Long, Huaigang
Wu, Xinyu
Gupta, Rangan
63
Ma, Feng
29
Pierdzioch, Christian
29
Zaremba, Adam
26
McMillan, David G.
24
Wang, Yudong
22
Narayan, Paresh Kumar
21
Zhang, Yaojie
21
Belke, Ansgar
19
Wohar, Mark E.
16
Marcellino, Massimiliano
15
Nonejad, Nima
15
Balcilar, Mehmet
14
Caporale, Guglielmo Maria
13
Herwartz, Helmut
13
Salisu, Afees A.
13
Wei, Yu
13
Moosa, Imad A.
12
Kumar, Dilip
11
MacDonald, Ronald
11
Siliverstovs, Boriss
11
Sosvilla-Rivero, Simón
11
Swanson, Norman R.
11
Westerlund, Joakim
11
Afonso, António
10
Döpke, Jörg
10
Bollerslev, Tim
9
Demirer, Rıza
9
Gil-Alaña, Luis A.
9
Guidolin, Massimo
9
Tsionas, Efthymios G.
9
Badinger, Harald
8
Crespo Cuaresma, Jesús
8
Dreger, Christian
8
Ghysels, Eric
8
Jawadi, Fredj
8
Koopman, Siem Jan
8
Kutan, Ali Mustafa
8
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Finance research letters
4
Pacific-Basin finance journal
4
Journal of economic dynamics & control
2
Journal of risk
2
Applied economics
1
Applied economics letters
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
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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
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
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:
4
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:
5
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:
6
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
7
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
8
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:
9
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
10
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
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