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Search: subject:"Realized EGARCH"
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Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Estimation
7
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7
Prognoseverfahren
7
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Realized EGARCH
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VIX forecasting
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Capital market returns
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China
2
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Realized EGARCH-MIDAS
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Realized kernel
2
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2
Risikoaversion
2
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Volatility forecasting
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high-frequency information
2
realized EGARCH
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Öffentliche Anleihe
2
Anleihe
1
BREXIT
1
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1
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11
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Wu, Xinyu
7
Kiohos, Apostolos
2
Stoupos, Nikolaos
2
Xie, Haibin
2
Ben Sita, Bernard
1
He, Qizhi
1
Jiu, Song
1
Li, Xindan
1
Liang, Chao
1
Liu, Li
1
Pu, Junlin
1
Qian, Jia
1
Wang, Haiyun
1
Wang, Lu
1
Wang, Xiaona
1
Wang, Yuyao
1
Xia, Michelle
1
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1
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1
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Applied economics letters
2
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2
Applied economics
1
International review of economics & finance : IREF
1
Journal of common market studies : JCMS
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
11
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1
Forecasting VIX using
realized
EGARCH
model with dynamic jumps
Wu, Xinyu
;
Pu, Junlin
;
Wang, Yuyao
- In:
Applied economics letters
32
(
2025
)
11
,
pp. 1534-1545
Persistent link: https://www.econbiz.de/10015444772
Saved in:
2
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:
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
Predicting the volatility of China's new energy stock market : deep insight from the
realized
EGARCH
-MIDAS model
Wang, Lu
;
Zhao, Chenchen
;
Liang, Chao
;
Jiu, Song
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013463292
Saved in:
7
Euro area: towards a European common bond? : empirical evidence from the sovereign debt markets
Stoupos, Nikolaos
;
Kiohos, Apostolos
- In:
Journal of common market studies : JCMS
60
(
2022
)
4
,
pp. 1019-1046
Persistent link: https://www.econbiz.de/10013392064
Saved in:
8
Forecasting stock market volatility using implied volatility : evidence from extended
realized
EGARCH
-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
9
BREXIT referendum's impact on the financial markets in the UK
Stoupos, Nikolaos
;
Kiohos, Apostolos
- In:
Review of world economics
157
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014306775
Saved in:
10
A
realized
EGARCH
-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
1
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