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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Kumar, Dilip"
~person:"Pradhan, Rudra Prakash"
~person:"Wu, Xinyu"
~subject:"ARCH model"
~subject:"Wirtschaftswachstum"
~type_genre:"Übersichtsarbeit"
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Unemployment
ARCH model
Wirtschaftswachstum
Estimation
73
Schätzung
73
Economic growth
34
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34
Volatilität
34
ARCH-Modell
30
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21
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64
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64
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Kumar, Dilip
Pradhan, Rudra Prakash
Wu, Xinyu
Gupta, Rangan
32
Gil-Alaña, Luis A.
24
Tiwari, Aviral Kumar
22
Shahbaz, Muhammad
20
Apergēs, Nikolaos
18
Ma, Feng
18
Lee, Chien-chiang
16
Hook, Law Siong
14
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13
McAleer, Michael
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Bahmani-Oskooee, Mohsen
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Bouri, Elie
12
Narayan, Paresh Kumar
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Yoon, Seong-min
12
Balcilar, Mehmet
11
Hammoudeh, Shawkat
11
Hamori, Shigeyuki
11
Malik, Farooq
11
Ours, Jan C. van
11
Sosvilla-Rivero, Simón
11
Tang, Chor Foon
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Antonakakis, Nikolaos
10
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Jalles, João Tovar
10
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9
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9
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9
Floros, Christos
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9
Nonejad, Nima
9
Berg, Gerard J. van den
8
Francq, Christian
8
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8
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Applied economics letters
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2
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2
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International review of economics & finance : IREF
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Finance India : the quarterly journal of Indian Institute of Finance
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The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society
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1
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:
2
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:
3
Do innovation and institutional quality elevate economic growth? : empirical evidence from developing countries
Pradhan, Rudra Prakash
;
Arvin, B. Mak
;
Nair, Mahendhiran
; …
- In:
International journal of innovation and technology …
21
(
2024
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014576002
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Public debt, economic openness, and sustainable economic growth in Europe : a dynamic panel causal analysis
Pradhan, Rudra Prakash
;
Arvin, Mark B.
;
Nair, Mahendhiran
; …
- In:
Journal of economic development
47
(
2022
)
1
,
pp. 167-183
Persistent link: https://www.econbiz.de/10013266299
Saved in:
9
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:
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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