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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Liu, Qiang"
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Volatilität
Estimation
2
Schätzung
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Capital income
1
Central limit theorem
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
GARCH(1,1)
1
GJR GARCH
1
Heston-Nandi GARCH
1
High frequency financial data
1
Kapitaleinkommen
1
Kernel estimate
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure noise
1
Multiple records
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Out-of-sample one-day VIX forecasting
1
Prognoseverfahren
1
Range-based estimation
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
Share price
1
Spot volatility
1
Variance risk premium
1
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Liu, Qiang
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
McAleer, Michael
3
Nonejad, Nima
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Balcilar, Mehmet
2
Ben Omrane, Walid
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clements, Adam
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Garcia, René
2
Ghysels, Eric
2
Haas, Markus
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lien, Da-hsiang Donald
2
Liesenfeld, Roman
2
Okou, Cédric
2
Paolella, Marc S.
2
Risse, Marian
2
Rodrigues, Paulo M. M.
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
The econometrics journal
1
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ECONIS (ZBW)
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Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
2
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
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