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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~person:"Li, Xindan"
~person:"Wang, Lu"
~person:"Wu, Xinyu"
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ARCH-Modell
ARCH model
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Aktienindex
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Li, Xindan
Wang, Lu
Wu, Xinyu
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Applied economics
International review of economics & finance : IREF
1
Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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:
2
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
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