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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~person:"Wang, Xunxiao"
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Time series analysis
Volatilität
Capital income
2
Estimation
2
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2
Volatility
2
ABD-LM jump test
1
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Wang, Xunxiao
Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Koopman, Siem Jan
4
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4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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Applied economics letters
International journal of forecasting
Journal of banking & finance
Energy economics
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ECONIS (ZBW)
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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2
What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao
;
Diao, Xundi
;
Chen, Yixiang
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
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