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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Huang, Zhuo"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Estimation
11
Schätzung
11
ARCH-Modell
10
Volatility
7
Volatilität
7
Capital income
6
Kapitaleinkommen
6
Time series analysis
4
Zeitreihenanalyse
4
China
3
Risikomaß
3
Risikoprämie
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Risk measure
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Risk premium
3
realized GARCH
3
Aktienmarkt
2
Börsenkurs
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CAPM
2
Option pricing theory
2
Option trading
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Optionsgeschäft
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Optionspreistheorie
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Realized GARCH
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Risiko
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Risk
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Share price
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Statistical distribution
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Statistische Verteilung
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2000-2012
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Anlageverhalten
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Ausreißer
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Behavioural finance
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Aufsatz in Zeitschrift
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Huang, Zhuo
Gupta, Rangan
30
Gil-Alaña, Luis A.
26
Kumar, Dilip
19
Ma, Feng
18
Jalles, João Tovar
17
Berg, Gerard J. van den
15
Apergēs, Nikolaos
14
Döpke, Jörg
14
Caporale, Guglielmo Maria
13
Tiwari, Aviral Kumar
13
Bahmani-Oskooee, Mohsen
12
Bouri, Elie
12
McAleer, Michael
12
Ours, Jan C. van
12
Malik, Farooq
11
Serletis, Apostolos
11
Wohar, Mark E.
11
Wu, Xinyu
11
Balcilar, Mehmet
10
Chiang, Thomas C.
10
Hamori, Shigeyuki
10
Yoon, Seong-min
10
Brooks, Robert
9
Floros, Christos
9
Addison, John T.
8
Afonso, António
8
Antonakakis, Nikolaos
8
Degiannakis, Stavros
8
Francq, Christian
8
Gallegati, Mauro
8
Koopman, Siem Jan
8
Lee, Chien-chiang
8
Nonejad, Nima
8
Pierdzioch, Christian
8
Weber, Enzo
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Österholm, Pär
8
Živkov, Dejan
8
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Economic modelling
2
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
1
Finance research letters
1
Journal of applied econometrics
1
Journal of financial econometrics
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ECONIS (ZBW)
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1
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
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
Saved in:
4
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:
5
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
6
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
7
Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao
;
Shen, Shihan
;
Wang, Tianyi
;
Huang, Zhuo
- In:
China economic journal : the official journal of the …
9
(
2016
)
2
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
Saved in:
8
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:
9
Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
10
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
Saved in:
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