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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~language:"bul"
~language:"eng"
~language:"spa"
~person:"Chen, Wang"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Konsumentenverhalten
Volatility
ARCH model
4
ARCH-Modell
4
Volatilität
4
Forecasting model
3
Oil price
3
Prognoseverfahren
3
Volatility forecasting
3
Ölpreis
3
Commodity derivative
2
Oil futures price
2
Rohstoffderivat
2
Theorie
2
Theory
2
Aktienmarkt
1
Börsenkurs
1
Conditional autoregressive value at risk
1
Estimation
1
Exchange rate
1
Forecasting evaluation
1
Mixed data sampling model
1
Model confidence set
1
Realized range-based volatility
1
Risikomaß
1
Risk measure
1
Schätzung
1
Share price
1
Stock market
1
Time series analysis
1
US dollar
1
US-Dollar
1
Value at risk
1
Volatility decomposition method
1
Volatility index
1
Volatility of realized range-based volatility
1
Volatility of realized volatility
1
Wechselkurs
1
Zeitreihenanalyse
1
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Konferenzbeitrag
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Chen, Wang
Ma, Feng
13
Gupta, Rangan
10
Kumar, Dilip
7
Balcilar, Mehmet
6
Hammoudeh, Shawkat
6
Mensi, Walid
6
Todorova, Neda
6
Yin, Libo
6
Bouri, Elie
5
Han, Liyan
5
Kang, Sang Hoon
5
Li, Bin
5
Liang, Chao
5
Liu, Jing
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Caporin, Massimiliano
4
Ho, Kin-Yip
4
Huang, Dengshi
4
Liu, Li
4
Maheswaran, S.
4
Malik, Farooq
4
McAleer, Michael
4
Salisu, Afees A.
4
Shi, Yanlin
4
Su, Jen-je
4
Wang, Lu
4
Wang, Yudong
4
Wei, Yu
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Zhang, Yaojie
4
Zhang, Zhaoyong
4
Balli, Faruk
3
Baruník, Jozef
3
Beckmann, Joscha
3
Brooks, Robert
3
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Economic modelling
International review of economics & finance : IREF
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
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:
2
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
3
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
4
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
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