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Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying; Qiao, Kenan; Wang, Shouyang - In: Quantitative finance 21 (2021) 5, pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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Range-based volatility forecasting : a multiplicative component conditional autoregressive range model
Xie, Haibin - In: Journal of risk 22 (2019/2020) 5, pp. 43-65
Persistent link: https://www.econbiz.de/10012421687
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Realized GARCH models : simpler is better
Xie, Haibin; Yu, Chengtan - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430955
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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