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~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of risk finance : JRF"
~person:"Bauwens, Luc"
~person:"Gallo, Giampiero M."
~person:"Lahiani, Amine"
~person:"Liang, Fang"
~person:"Wang, Tianyi"
~person:"Wei, Yu"
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Search: subject_exact:"ARCH model"
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ARCH model
17
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17
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11
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8
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8
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7
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Bauwens, Luc
Gallo, Giampiero M.
Lahiani, Amine
Liang, Fang
Wang, Tianyi
Wei, Yu
Paolella, Marc S.
9
Ma, Feng
6
Haas, Markus
5
Wang, Yudong
5
Blazsek, Szabolcs
4
Huang, Zhuo
4
Iglesias, Emma M.
4
Jawadi, Fredj
4
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3
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3
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3
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3
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3
Kumar, Dilip
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Maheu, John M.
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Nam, Kiseok
3
Račev, Svetlozar T.
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Rockinger, Michael
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Suardi, Sandy
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2
BenSaïda, Ahmed
2
Broda, Simon A.
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2
Bu, Ruijun
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of empirical finance
Research paper series / Swiss Finance Institute
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of risk finance : JRF
CORE discussion papers : DP
15
Energy economics
7
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Finance research letters
3
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3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of futures markets
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2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
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International review of financial analysis
2
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1
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1
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CRREP working serie 2016-09
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Cardiff economics working papers
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Journal of commodity markets
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Journal of financial econometrics
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ECONIS (ZBW)
17
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1
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
2
Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period
Ghorbel, Ahmed
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
; …
- In:
The journal of risk finance : JRF
23
(
2022
)
2
,
pp. 206-244
Persistent link: https://www.econbiz.de/10013370537
Saved in:
3
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
4
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
5
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
6
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
7
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
8
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
9
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
10
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
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