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isPartOf:"The econometrics journal"
~isPartOf:"Finance research letters"
~person:"Grammig, Joachim"
~person:"Hafner, Christian M."
~person:"Karanasos, Menelaos"
~person:"Luo, Xingguo"
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Search: subject_exact:"ARCH-Modell"
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Grammig, Joachim
Hafner, Christian M.
Karanasos, Menelaos
Luo, Xingguo
Corbet, Shaen
4
Li, Ping
4
Lucey, Brian M.
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Ma, Feng
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1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
2
Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting
Ye, Chuxin
;
Lv, Jiamin
;
Luo, Xingguo
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014584786
Saved in:
3
Oil price uncertainty and Chinese stock returns : new evidence from the oil volatility index
Luo, Xingguo
;
Qin, Shihua
- In:
Finance research letters
20
(
2017
),
pp. 29-34
Persistent link: https://www.econbiz.de/10011806739
Saved in:
4
The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market
Luo, Xingguo
;
Qin, Shihua
;
Ye, Zinan
- In:
Finance research letters
19
(
2016
),
pp. 105-111
Persistent link: https://www.econbiz.de/10011657556
Saved in:
5
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
6
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
7
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
8
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
9
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
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