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~isPartOf:"Economic modelling"
~person:"Kumar, Dilip"
~person:"Nguyen, Duc Khuong"
~person:"Wang, Tianyi"
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ARCH model
8
ARCH-Modell
8
Volatility
6
Volatilität
6
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4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
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4
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Kumar, Dilip
Nguyen, Duc Khuong
Wang, Tianyi
Arouri, Mohamed
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Fountas, Stilianos
2
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2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
Mensi, Walid
2
Min, Hong-ghi
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Pal, Debdatta
2
Sadorsky, Perry A.
2
Shi, Yanlin
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Su, Jen-je
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Su, Jung-bin
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Tsui, Albert K.
2
Wang, Yudong
2
Zhang, Zhaoyong
2
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1
Abosedra, Salah S.
1
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1
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Economic modelling
Energy economics
5
Theoretical economics letters
5
International review of economics & finance : IREF
4
IIMB management review
3
Journal of international financial markets, institutions & money
3
American journal of finance and accounting
2
Global business review
2
International review of financial analysis
2
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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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1
Paradigm : the journal of Institute of Management Technology
1
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Studies in economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
8
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1
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
Saved in:
4
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
5
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:
6
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
7
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
8
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
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