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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Wu, Xinyu"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Risikomaß"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
Risikomaß
ARCH model
10
Volatility
10
Volatilität
10
Forecasting model
8
Prognoseverfahren
8
Volatility forecasting
5
China
4
Oil price
4
Ölpreis
4
Börsenkurs
3
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3
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3
Aktienmarkt
2
CARR
2
Capital income
2
Capital market returns
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Bitcoin
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CARR-MIDAS
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CCARR
1
CGARCH
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Chinese crude oil futures market
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Chinese stock market
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Cojumps
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Combinations forecasts
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Component volatility structure
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Conditional Auto Regressive Range (CARR)
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Crude oil
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Wu, Xinyu
Zhang, Yaojie
Mensi, Walid
7
Gupta, Rangan
6
Kang, Sang Hoon
6
Hammoudeh, Shawkat
4
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Shi, Yanlin
4
Wang, Tianyi
4
Wang, Yudong
4
Arouri, Mohamed
3
Balcilar, Mehmet
3
Chang, Chia-Lin
3
Hamori, Shigeyuki
3
Ho, Kin-Yip
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
McAleer, Michael
3
Molnár, Peter
3
Nonejad, Nima
3
Qiao, Gaoxiu
3
Sadorsky, Perry A.
3
Su, Jung-bin
3
Todorova, Neda
3
Wei, Yu
3
Wu, Chongfeng
3
Ye, Wuyi
3
Yin, Libo
3
Zhang, Zhaoyong
3
Ahmed, Abdullahi Dahir
2
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Bauwens, Luc
2
Beckmann, Joscha
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
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Economic modelling
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
7
Energy economics
7
Finance research letters
5
International journal of forecasting
3
Journal of forecasting
3
Journal of risk
3
Applied economics letters
2
Pacific-Basin finance journal
2
Bulletin of economic research
1
Computational economics
1
Emerging markets, finance and trade : EMFT
1
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1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
10
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
3
Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
Saved in:
4
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
5
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
6
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
7
Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie
;
Lei, Likun
;
Wei, Yu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
Saved in:
8
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
9
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
10
A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
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