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type_genre:"Article in journal"
type_genre:"Bibliographie enthalten"
~person:"Wu, Xinyu"
~subject:"Volatility"
~type_genre:"Government document"
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Volatility
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3
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Wu, Xinyu
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Teräsvirta, Timo
8
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7
Francq, Christian
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Kim, Donggyu
7
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7
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7
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7
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6
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6
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5
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5
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5
Jing, Bingyi
5
Koopman, Siem Jan
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Elliott, Robert J.
4
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Hwang, Eunju
4
Li, Wai Keung
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4
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Shin, Dong-wan
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Song, Yuping
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Sucarrat, Genaro
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Finance research letters
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
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