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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Wohar, Mark E."
~person:"Wu, Xinyu"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Fiscal policy"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Fiscal policy
Estimation
93
Schätzung
93
Capital income
33
Kapitaleinkommen
33
Volatility
33
Volatilität
33
Börsenkurs
31
Share price
31
Forecasting model
24
Prognoseverfahren
24
USA
21
United States
21
Aktienmarkt
19
Stock market
19
Theorie
18
Theory
18
ARCH-Modell
15
Time series analysis
13
Zeitreihenanalyse
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Welt
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World
12
Exchange rate
10
Wechselkurs
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Cointegration
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Inflation
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Kointegration
9
Großbritannien
8
Immobilienpreis
8
Real estate price
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Risk
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Schock
8
Shock
8
United Kingdom
8
Estimation theory
7
Konjunktur
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Regression analysis
7
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1
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Article
22
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Aufsatz in Zeitschrift
Book review
Article in journal
22
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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English
22
Author
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Wohar, Mark E.
Wu, Xinyu
Gupta, Rangan
30
Jalles, João Tovar
28
Gil-Alaña, Luis A.
27
Afonso, António
21
Kumar, Dilip
19
Ma, Feng
18
Berg, Gerard J. van den
15
Tiwari, Aviral Kumar
15
Apergēs, Nikolaos
14
Döpke, Jörg
14
Caporale, Guglielmo Maria
13
Bahmani-Oskooee, Mohsen
12
Bouri, Elie
12
Chiang, Thomas C.
12
McAleer, Michael
12
Ours, Jan C. van
12
Serletis, Apostolos
12
Malik, Farooq
11
Balcilar, Mehmet
10
Hamori, Shigeyuki
10
Huang, Zhuo
10
Yoon, Seong-min
10
Brooks, Robert
9
Floros, Christos
9
Herwartz, Helmut
9
Kandil, Magda
9
Zhang, Yaojie
9
Addison, John T.
8
Antonakakis, Nikolaos
8
Degiannakis, Stavros
8
Francq, Christian
8
Furceri, Davide
8
Gallegati, Mauro
8
Koopman, Siem Jan
8
Lee, Chien-chiang
8
Nonejad, Nima
8
Pierdzioch, Christian
8
Weber, Enzo
8
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Journal of risk
3
Applied economics letters
2
Finance research letters
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Applied economics
1
Economics and Business Letters : EBL
1
Energy economics
1
International review of financial analysis
1
Journal of economic research
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk : JOR
1
Pacific-Basin finance journal
1
The Chinese economy
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
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:
4
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:
5
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk : JOR
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
Saved in:
6
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
7
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
8
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
9
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
10
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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