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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Huang, Zhuo"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
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Kapitaleinkommen
ARCH model
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Huang, Zhuo
Zhang, Yaojie
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Shen, Dehua
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Todorova, Neda
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Economic modelling
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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China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
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Finance research letters
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ECONIS (ZBW)
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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:
2
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
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