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subject:"Volatilität"
subject:"World"
~isPartOf:"Economic modelling"
~person:"Wang, Tianyi"
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Volatilität
World
ARCH model
2
ARCH-Modell
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Estimation
2
Realized GARCH
2
Schätzung
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
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Capital income
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Forecasting model
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Gram-Charlier expansion
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HAR
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Kapitaleinkommen
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Long memory
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Method of moments
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Momentenmethode
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Realized GARCH-RSRK
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Realized higher moments
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Realized kernel
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Wang, Tianyi
Chang, Chun Ping
4
Lee, Chien-chiang
3
Apergēs, Nikolaos
2
Beckmann, Joscha
2
Cross, Jamie
2
Czudaj, Robert
2
Feng, Yun
2
Frömmel, Michael
2
Gatfaoui, Hayette
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Gong, Qiang
2
Gupta, Rangan
2
Hatemi-J, Abdulnasser
2
Hou, Chenghan
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Huang, Ho-chuan
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Huang, Zhuo
2
Kiani, Khurshid M.
2
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2
Liu, Li
2
Narayan, Paresh Kumar
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Park, Sung Y.
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Reboredo, Juan Carlos
2
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2
Wang, Yudong
2
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1
Abid, Ilyes
1
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1
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1
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1
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Economic modelling
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Journal of financial econometrics
1
The journal of futures markets
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ECONIS (ZBW)
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Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
2
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
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