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subject:"Time series analysis"
subject:"Volatilität"
~person:"Wang, Xunxiao"
~subject:"Kapitaleinkommen"
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Time series analysis
Volatilität
Kapitaleinkommen
Estimation
4
Schätzung
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Volatility
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
2
Capital income
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Oil price
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Spillover effect
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Spillover-Effekt
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Welt
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World
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ABD-LM jump test
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Commodity derivative
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Frequency volatility spillovers
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HAR-RV model
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Interest rate
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International financial market
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Rohstoffderivat
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Wang, Xunxiao
Caporale, Guglielmo Maria
188
Gil-Alaña, Luis A.
188
Gupta, Rangan
143
McAleer, Michael
95
Pierdzioch, Christian
77
Zaremba, Adam
72
Pesaran, M. Hashem
65
Koopman, Siem Jan
55
McMillan, David G.
55
Bollerslev, Tim
54
Bahmani-Oskooee, Mohsen
47
Wohar, Mark E.
47
Tiwari, Aviral Kumar
46
Engle, Robert F.
44
Bali, Turan G.
39
Härdle, Wolfgang
39
Narayan, Paresh Kumar
39
Timmermann, Allan
39
Kapetanios, George
38
Todorov, Viktor
38
Belke, Ansgar
37
Herwartz, Helmut
37
Döpke, Jörg
36
Hautsch, Nikolaus
36
Bouri, Elie
35
Diebold, Francis X.
35
Ma, Feng
33
Bohl, Martin T.
32
Chang, Chia-Lin
31
Ghysels, Eric
31
Marcellino, Massimiliano
31
Miller, Stephen M.
31
Asai, Manabu
29
Balcilar, Mehmet
29
Cakici, Nusret
29
Caporin, Massimiliano
28
Wang, Yudong
28
Xuan Vinh Vo
28
Chan, Joshua
27
Gao, Jiti
27
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Applied economics letters
2
Energy economics
2
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ECONIS (ZBW)
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1
Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao
- In:
Energy economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
Saved in:
2
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
3
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
Saved in:
4
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
Saved in:
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