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type_genre:"Article in journal"
~person:"Lu, Xinjie"
~subject:"ARCH-Modell"
~type_genre:"Konferenzbeitrag"
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Lu, Xinjie
Kumar, Dilip
19
Gupta, Rangan
17
Ma, Feng
17
McAleer, Michael
12
Bouri, Elie
11
Malik, Farooq
11
Wu, Xinyu
11
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10
Huang, Zhuo
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Yoon, Seong-min
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8
Nonejad, Nima
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Zhang, Yaojie
8
Živkov, Dejan
8
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7
Chen, Cathy W. S.
7
Shi, Yanlin
7
Wei, Yu
7
Adrangi, Bahram
6
Balcilar, Mehmet
6
Caporin, Massimiliano
6
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Gil-Alaña, Luis A.
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Guesmi, Khaled
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Kang, Sang Hoon
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Xuan Vinh Vo
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
5
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
6
Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang
;
Lu, Xinjie
;
Wang, Jiqian
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
Saved in:
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