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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Chen, Wang"
~subject:"Ankündigungseffekt"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Ankündigungseffekt
Kapitaleinkommen
Volatilität
ARCH model
4
ARCH-Modell
4
Volatility
4
Forecasting model
3
Oil price
3
Prognoseverfahren
3
Ölpreis
3
Commodity derivative
2
Rohstoffderivat
2
Theorie
2
Theory
2
Volatility forecasting
2
Aktienmarkt
1
Börsenkurs
1
Conditional autoregressive value at risk
1
Crude oil market volatility
1
Estimation
1
Exchange rate
1
Forecasting evaluation
1
GARCH-MIDAS
1
Mixed data sampling model
1
Oil futures price
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Oil market
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 volatility
1
Wechselkurs
1
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World
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Zeitreihenanalyse
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Article in journal
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English
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Chen, Wang
Ma, Feng
15
Gupta, Rangan
14
Titman, Sheridan
12
Liang, Chao
11
Wohar, Mark E.
11
Salisu, Afees A.
9
Tiwari, Aviral Kumar
9
Lakonishok, Josef
8
Fama, Eugene F.
7
Hammoudeh, Shawkat
7
Kanas, Angelos
7
Andersen, Torben
6
French, Kenneth Ronald
6
McMillan, David G.
6
Pástor, Ľuboš
6
Stambaugh, Robert F.
6
Wei, Yu
6
Xuan Vinh Vo
6
Yin, Libo
6
Balcilar, Mehmet
5
Bouri, Elie
5
Chordia, Tarun
5
Cooper, Michael J.
5
Daniel, Kent
5
Fung, Hung-gay
5
Jegadeesh, Narasimhan
5
Kang, Sang Hoon
5
Kutan, Ali Mustafa
5
Li, Xiafei
5
Mensi, Walid
5
Michaely, Roni
5
Stulz, René M.
5
Wu, Chunchi
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Barber, Brad M.
4
Bekaert, Geert
4
Brooks, Robert
4
Campbell, John Y.
4
Caporin, Massimiliano
4
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International journal of finance & economics : IJFE
International review of economics & finance : IREF
The journal of finance : the journal of the American Finance Association
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
4
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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
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
3
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:
4
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:
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