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isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cao, Xu"
~person:"Wu, Xinyu"
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Search: subject_exact:"Volatility"
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Volatility
5
Volatilität
5
ARCH model
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Börsenkurs
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Cao, Xu
Wu, Xinyu
Gupta, Rangan
11
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9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
Caiado, Jorge
6
McAleer, Michael
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Onour, Ibrahim
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Xuan Vinh Vo
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Crato, Nuno
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Sinha, Pankaj
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4
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Gao, Yang
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Hau, Liya
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Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
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Camilleri, Silvio John
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Dima, Bogdan
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Dumitriu, Ramona
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Ghiba, Nicolae
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Ho, Kin-Yip
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Jung, Hojin
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Kim, Dong H.
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Kim, Jong-Min
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Kinkyō, Takuji
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Labuschagne, Coenraad C. A.
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Li, Shaoyu
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Li, Yanshuang
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MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
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Journal of risk
3
Applied economics
1
Computational economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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:
2
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
3
Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
Saved in:
4
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
5
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
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