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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~person:"Wu, Xinyu"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Volatility
Yield curve
Exchange rate
Estimation
13
Schätzung
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
Forecasting model
9
Prognoseverfahren
9
Capital income
6
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6
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5
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4
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4
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4
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3
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time-varying higher moments
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Aufsatz in Zeitschrift
Collection of articles of several authors
Übersichtsarbeit
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13
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Wu, Xinyu
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
38
Ma, Feng
25
Bouri, Elie
24
Balcilar, Mehmet
20
Wohar, Mark E.
19
Xuan Vinh Vo
19
Pierdzioch, Christian
17
Todorov, Viktor
16
Kang, Sang Hoon
15
Mensi, Walid
15
Tiwari, Aviral Kumar
15
Zhu, Huiming
14
Gil-Alaña, Luis A.
13
Li, Jia
13
Salisu, Afees A.
13
Wei, Yu
13
Yoon, Seong-min
13
Bollerslev, Tim
12
Kumar, Dilip
12
Umar, Zaghum
12
Zhang, Yaojie
12
Demirer, Rıza
11
Hammoudeh, Shawkat
11
Jawadi, Fredj
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Brooks, Robert
9
Chevallier, Julien
9
Ji, Qiang
9
McAleer, Michael
9
Sehgal, Sanjay
9
Shahbaz, Muhammad
9
Bekiros, Stelios
8
Caporale, Guglielmo Maria
8
Chiang, Thomas C.
8
Clements, Adam
8
Gubareva, Mariya
8
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Finance research letters
3
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3
Applied economics letters
2
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1
International review of economics & finance : IREF
1
Journal of risk : JOR
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
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
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
8
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:
9
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
Saved in:
10
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
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