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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Finance research letters"
~person:"An, Yaning"
~person:"Brooks, Robert"
~person:"Wu, Xinyu"
~subject:"Volatilität"
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Volatilität
Estimation
4
Schätzung
4
Volatility
4
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation theory
2
Forecasting model
2
Kapitaleinkommen
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Prognoseverfahren
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Schätztheorie
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Analysis of variance
1
China
1
Continuous particle filter
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Crude oil price
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Erdöl
1
Geopolitical risk
1
Geopolitics
1
Geopolitik
1
HAR
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Higher moments
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INE
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Linear spline
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MIDAS
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Method of moments
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Momentenmethode
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Oil price
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Petroleum
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QARDL
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Realized EGARCH
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Realized kernel
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Realized variance
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Realized volatility measure
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An, Yaning
Brooks, Robert
Wu, Xinyu
Corbet, Shaen
3
Tiwari, Aviral Kumar
3
Yarovaya, Larisa
3
Akyildirim, Erdinc
2
Brzeszczyński, Janusz
2
Chiang, Thomas C.
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Gil-Alaña, Luis A.
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Finance research letters
International review of economics & finance : IREF
4
Journal of risk
3
Applied economics letters
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Pacific-Basin finance journal
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Applied economics
1
Applied financial economics
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Australian journal of management
1
Global finance journal
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International review of financial analysis
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Journal of business finance & accounting : JBFA
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Journal of emerging market finance
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Journal of empirical finance
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Journal of financial management, markets and institutions
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Journal of international financial markets, institutions & money
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Journal of risk : JOR
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Studies in economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
The asymmetric effect of geopolitical risk on China's crude oil prices : new evidence from a QARDL approach
Ren, Xiaohang
;
An, Yaning
;
Jin, Chenglu
- In:
Finance research letters
53
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472429
Saved in:
2
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:
3
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
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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