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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Ho, Kin-Yip"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Risikomaß"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
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6
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4
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4
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3
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Ho, Kin-Yip
Zhang, Yaojie
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Shi, Yanlin
3
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3
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3
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2
Bauwens, Luc
2
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2
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2
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2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Gallo, Giampiero M.
2
Gupta, Rangan
2
Hung, Jui-cheng
2
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2
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2
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2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
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Economic modelling
Journal of empirical finance
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6
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6
International journal of forecasting
3
Journal of forecasting
3
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2
International review of economics & finance : IREF
2
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2
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China's rise and internationalization : regional and global challenges and impacts
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ECONIS (ZBW)
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1
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
3
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
4
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
5
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
6
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
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