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~isPartOf:"Economic modelling"
~person:"Huang, Zhuo"
~person:"Rodriguez, Gabriel"
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ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
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Capital income
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
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Gram-Charlier expansion
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HAR
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Long memory
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Realized GARCH-RSRK
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Realized higher moments
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Huang, Zhuo
Rodriguez, Gabriel
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
3
Wang, Tianyi
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
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Gupta, Rangan
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2
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2
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Lin, Xiaoqiang
2
Liu, Jing
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Maheswaran, S.
2
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Min, Hong-ghi
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Pal, Debdatta
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Sadorsky, Perry A.
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1
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1
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Economic modelling
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
6
The journal of futures markets
3
Documento de trabajo
2
Economics letters
2
Finance research letters
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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 business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of emerging market finance
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Macroeconomics and finance in emerging market economies
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Portuguese economic journal
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Review of Pacific Basin financial markets and policies
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Review of development finance
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Revista de análisis económico
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The North American journal of economics and finance : a journal of financial economics studies
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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
Saved in:
3
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
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