//--> //--> //--> //-->
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
~accessRights:"restricted"
~language:"eng"
~person:"Wu, Xinyu"
~subject:"Volatilität"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
21
ARCH model
19
ARCH-Modell
19
Forecasting model
14
Prognoseverfahren
14
Estimation
12
Schätzung
12
Börsenkurs
8
Capital income
8
Kapitaleinkommen
8
Share price
8
Estimation theory
5
Schätztheorie
5
Volatility forecasting
5
China
4
Option pricing theory
4
Optionspreistheorie
4
Realized EGARCH
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Aktienindex
3
Aktienmarkt
3
Exchange rate
3
Price range
3
Realized measure
3
Renminbi
3
Risikoaversion
3
Risk aversion
3
Stock index
3
Stock market
3
Wechselkurs
3
CARR
2
Economic policy
2
Forecasting
2
Index futures
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
Language
All
English
Author
All
Wu, Xinyu
Gupta, Rangan
125
Ma, Feng
84
Bouri, Elie
79
Tiwari, Aviral Kumar
52
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
38
Zhang, Yaojie
38
Kang, Sang Hoon
36
Wang, Yudong
36
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
33
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Wei, Yu
33
Balcilar, Mehmet
31
Corbet, Shaen
30
Lucey, Brian M.
30
McAleer, Michael
27
Salisu, Afees A.
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Pierdzioch, Christian
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Wen, Fenghua
22
Zhu, Huiming
22
Serletis, Apostolos
21
Jawadi, Fredj
20
Ryu, Doojin
20
Todorov, Viktor
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
Lu, Xinjie
19
Molnár, Peter
19
more ...
less ...
Published in...
All
Finance research letters
5
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)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
Saved in:
8
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:
9
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk : JOR
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
Saved in:
10
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->