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subject:"Time series analysis"
subject:"Volatilität"
~person:"Wang, Xunxiao"
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Time series analysis
Volatilität
Estimation
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Volatility
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Aktienmarkt
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Capital income
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ABD-LM jump test
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Wang, Xunxiao
Gil-Alaña, Luis A.
182
Caporale, Guglielmo Maria
178
Gupta, Rangan
115
McAleer, Michael
94
Pierdzioch, Christian
56
Koopman, Siem Jan
55
Pesaran, M. Hashem
53
Bahmani-Oskooee, Mohsen
47
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45
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36
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36
Tiwari, Aviral Kumar
36
Todorov, Viktor
34
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33
Engle, Robert F.
32
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31
Chang, Chia-Lin
31
Kapetanios, George
31
Wohar, Mark E.
31
Bouri, Elie
30
Miller, Stephen M.
30
Asai, Manabu
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Marcellino, Massimiliano
28
Chan, Joshua
27
Gao, Jiti
27
Koop, Gary
27
Diebold, Francis X.
26
McMillan, David G.
26
Balcilar, Mehmet
25
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25
Franses, Philip Hans
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Ma, Feng
25
Narayan, Paresh Kumar
25
Chang, Tsangyao
24
Mumtaz, Haroon
24
Cheung, Yin-Wong
23
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22
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Applied economics letters
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Energy economics
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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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