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  • Search: person:"Mei, Xueting"
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Year of publication
Subject
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ARCH model 4 ARCH-Modell 4 Volatility 4 Volatilität 4 China 3 Estimation 3 Exchange rate 3 Renminbi 3 Schätzung 3 Wechselkurs 3 Economic policy 2 Estimation theory 2 Schätztheorie 2 Theorie 2 Theory 2 Time series analysis 2 Wirtschaftspolitik 2 Zeitreihenanalyse 2 time-varying higher moments 2 Börsenkurs 1 Chinese renminbi (RMB) 1 Forecast 1 Forecasting 1 Forecasting model 1 Generalised autoregressive conditional heteroscedasticity (Garch) 1 Macro shocks 1 Mixed-frequency modeling 1 Original research 1 Prognose 1 Prognoseverfahren 1 RMB exchange rate volatility 1 Risikoaversion 1 Risk aversion 1 Schock 1 Share price 1 Shock 1 TGARCH-MIDAS-SK model 1 Time-distance weighting function 1 VAR model 1 VAR-Modell 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Mei, Xueting 4 Wu, Xinyu 3 Yin, Xuebao 2 Liu, Li 1 Wang, Xinyu 1
Published in...
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Applied economics letters 1 Finance research letters 1 Journal of risk 1 Journal of risk : JOR 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
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Cover Image
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting; Wang, Xinyu - In: Finance research letters 65 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
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Cover Image
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
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Cover Image
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
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