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  • Search: subject:"mixed data sampling model"
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Subject
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Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Aktienmarkt 2 Börsenkurs 2 Estimation 2 Estimation theory 2 Forecasting model 2 Mixed data sampling model 2 Prognoseverfahren 2 Schätztheorie 2 Schätzung 2 Share price 2 Stock market 2 Theorie 2 Theory 2 Time series analysis 2 Zeitreihenanalyse 2 mixed data sampling model 2 Anlageverhalten 1 Behavioural finance 1 Bitcoin volatility 1 Capital income 1 China 1 Economic policy 1 Exchange rate 1 Intraday data 1 Jump 1 Kapitaleinkommen 1 Markov chain 1 Markov-Kette 1 Markov-regime switching 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Non-fungible token 1 Regression analysis 1 Regressionsanalyse 1 Renminbi 1 Sampling 1
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Undetermined 5 Free 1
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 6
Author
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Wang, Jiqian 2 Bubak, Vit 1 Cao, Yan 1 Chen, Wang 1 Jiang, Minghan 1 Li, Ziyang 1 Lu, Xinjie 1 Luo, Shunfei 1 Ma, Feng 1 Mei, Xueting 1 Qian, Lihua 1 Wu, Xinyu 1 Xia, Yufei 1 Yin, Xuebao 1 Zhuo, Xingxuan 1
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Published in...
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Applied economics letters 1 Czech Economic Review 1 Finance research letters 1 International review of economics & finance : IREF 1 Journal of forecasting 1 Journal of risk : JOR 1
Source
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ECONIS (ZBW) 5 RePEc 1
Showing 1 - 6 of 6
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Exploring multisource high-dimensional mixed-frequency risks in the stock market : a group penalized reverse unrestricted mixed data sampling approach
Zhuo, Xingxuan; Luo, Shunfei; Cao, Yan - In: Journal of forecasting 44 (2025) 2, pp. 459-473
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374052
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What drives the volatility of non-fungible tokens (NFTs) : macroeconomic fundamentals or investor attention?
Jiang, Minghan; Xia, Yufei - In: Applied economics letters 31 (2024) 16, pp. 1439-1448
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015075407
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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://ebvufind01.dmz1.zbw.eu/10014487116
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Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua; Wang, Jiqian; Ma, Feng; Li, Ziyang - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013553653
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Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang; Lu, Xinjie; Wang, Jiqian - In: International review of economics & finance : IREF 82 (2022), pp. 625-635
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013545774
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Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
Bubak, Vit - In: Czech Economic Review 4 (2010) 3, pp. 295-314
In this study, we evaluate the quantile forecasts of the daily equity returns on three of the most liquid stocks traded on the Prague Stock Exchange. We follow the recent findings that consider the potential value of intraday information for volatility forecasting and, instead of proxying...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008727384
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