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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Wu, Xinyu"
~subject:"Börsenkurs"
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Zeitreihenanalyse
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Estimation
84
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40
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40
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34
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34
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Bahmani-Oskooee, Mohsen
Wu, Xinyu
Gupta, Rangan
66
Gil-Alaña, Luis A.
47
Zaremba, Adam
25
Tiwari, Aviral Kumar
24
Ma, Feng
20
Balcilar, Mehmet
19
Chang, Tsangyao
18
Salisu, Afees A.
18
Wohar, Mark E.
17
Jawadi, Fredj
16
Narayan, Paresh Kumar
15
Caporale, Guglielmo Maria
14
Marcellino, Massimiliano
13
McMillan, David G.
13
Wang, Yudong
13
Zhang, Yaojie
13
Pierdzioch, Christian
12
Bollerslev, Tim
11
Lee, Chien-chiang
11
Li, Jia
11
Ranjbar, Omid
11
Sehgal, Sanjay
11
Chiang, Thomas C.
10
Demirer, Rıza
10
Ghysels, Eric
10
Lettau, Martin
10
Nonejad, Nima
10
Todorov, Viktor
10
Bekiros, Stelios
9
Bouri, Elie
9
Li, Bin
9
Moosa, Imad A.
9
Shi, Yanlin
9
Brooks, Robert
8
Cakici, Nusret
8
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Chan, Joshua
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Empirica : journal of european economics
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
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:
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
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
7
The nonlinear ARDL approach and productivity bias hypothesis : evidence from 68 countries
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 80-89
Persistent link: https://www.econbiz.de/10012655195
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
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:
10
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:
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