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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~person:"Huang, Zhuo"
~person:"Wei, Yu"
~subject:"Geldpolitik"
~subject:"Volatility"
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Prognoseverfahren
Geldpolitik
Volatility
Estimation
4
Schätzung
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Forecasting model
3
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3
ARCH model
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ARCH-Modell
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Realized GARCH
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Time series analysis
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China
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Realized GARCH-RSRK
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Huang, Zhuo
Wei, Yu
Gupta, Rangan
5
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3
Liu, Li
3
Zhang, Yaojie
3
Apergēs, Nikolaos
2
Balcilar, Mehmet
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Bekiros, Stelios
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Rossi, Eduardo
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Wang, Tianyi
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Economic modelling
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Finance research letters
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International journal of finance & economics : IJFE
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of applied econometrics
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ECONIS (ZBW)
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1
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:
2
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
3
Forecasting house prices using dynamic model averaging approach : evidence from China
Wei, Yu
;
Cao, Yang
- In:
Economic modelling
61
(
2017
),
pp. 147-155
Persistent link: https://www.econbiz.de/10011736819
Saved in:
4
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:
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