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isPartOf:"Journal of applied econometrics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~person:"Huang, Zhuo"
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ARCH model
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Huang, Zhuo
Gupta, Rangan
15
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11
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9
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8
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7
Lee, Chien-chiang
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5
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4
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4
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4
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4
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Journal of applied econometrics
Economic modelling
Finance research letters
Economics letters
2
The journal of futures markets
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
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ECONIS (ZBW)
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1
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
4
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
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