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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Wu, Xinyu"
~subject:"HAR"
~subject:"Statistische Verteilung"
~subject:"Theory"
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HAR
Statistische Verteilung
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Volatility
5
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4
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Capital income
4
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4
Kapitaleinkommen
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Estimation
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Theorie
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Analysis of variance
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Continuous particle filter
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Wu, Xinyu
Bollerslev, Tim
8
Aït-Sahalia, Yacine
6
McAleer, Michael
6
Todorov, Viktor
6
Gupta, Rangan
5
Andersen, Torben
4
Hallin, Marc
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Meddahi, Nour
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Renault, Eric
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Yu, Jun
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Maheu, John M.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Swanson, Norman R.
3
Xiu, Dacheng
3
Al-Yahyaee, Khamis Hamed
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Bouri, Elie
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
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2
Diebold, Francis X.
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gillas, Konstantinos Gkillas
2
Guo, Zi-Yi
2
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Journal of econometrics
Finance research letters
Applied economics letters
1
Economic modelling
1
Journal of risk
1
Journal of risk : JOR
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1
A real-rime GARCH-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
2
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
3
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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:
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