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
~person:"Wu, Xinyu"
~subject:"Prognoseverfahren"
~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
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Estimation
12
Schätzung
12
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Forecasting model
9
Capital income
6
Kapitaleinkommen
6
Börsenkurs
5
Share price
5
Estimation theory
4
Realized EGARCH
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Aktienindex
3
Stock index
3
Volatility forecasting
3
Aktienmarkt
2
China
2
Exchange rate
2
Realized kernel
2
Realized measure
2
Renminbi
2
Risikoaversion
2
Risk aversion
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
Theorie
2
Theory
2
VIX forecasting
2
Wechselkurs
2
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Capital market returns
1
Chinese renminbi (RMB)
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Wu, Xinyu
Gupta, Rangan
73
Pierdzioch, Christian
35
Ma, Feng
29
Zaremba, Adam
28
McMillan, David G.
27
Wang, Yudong
23
Narayan, Paresh Kumar
22
Wohar, Mark E.
22
Zhang, Yaojie
22
Salisu, Afees A.
16
Balcilar, Mehmet
15
Nonejad, Nima
15
Wei, Yu
14
Clark, Todd E.
13
Swanson, Norman R.
13
Marcellino, Massimiliano
12
Moosa, Imad A.
12
Rossi, Barbara
12
Demirer, Rıza
11
Kumar, Dilip
11
McCracken, Michael W.
11
Westerlund, Joakim
11
McAleer, Michael
10
Ruelke, Jan-Christoph
10
Timmermann, Allan
10
Bollerslev, Tim
9
Bouri, Elie
9
Franses, Philip Hans
9
Ghysels, Eric
9
Herwartz, Helmut
9
Jawadi, Fredj
9
Liu, Li
9
Long, Huaigang
9
Siliverstovs, Boriss
9
Andersen, Torben
8
Bekiros, Stelios
8
Dai, Zhifeng
8
Guidolin, Massimo
8
Kim, Jae H.
8
more ...
less ...
Published in...
All
Finance research letters
2
Journal of risk
2
Applied economics
1
Applied economics letters
1
International review of economics & finance : IREF
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
5
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
6
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:
7
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:
8
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:
9
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
