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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Wu, Xinyu"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Volatility
Volatilität
5
ARCH model
4
ARCH-Modell
4
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4
Prognoseverfahren
4
Börsenkurs
2
Capital income
2
Estimation
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Realized measure
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Bitcoin
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Renminbi exchange rate volatility
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Wu, Xinyu
Gupta, Rangan
18
Mensi, Walid
14
Kang, Sang Hoon
13
Hammoudeh, Shawkat
12
McAleer, Michael
10
Xuan Vinh Vo
10
Wohar, Mark E.
9
Ma, Feng
8
Zhu, Huiming
8
Balcilar, Mehmet
7
Pierdzioch, Christian
7
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Ho, Kin-Yip
6
Yin, Libo
6
Zhang, Zhaoyong
6
Al-Yahyaee, Khamis Hamed
5
Arize, Augustine Chuck
5
Dai, Zhifeng
5
Shi, Yanlin
5
Tiwari, Aviral Kumar
5
Zhuang, Xintian
5
Allen, David E.
4
Bouri, Elie
4
Chang, Kuang-Liang
4
Gao, Yang
4
Hau, Liya
4
Lien, Da-hsiang Donald
4
Malik, Farooq
4
Qiao, Gaoxiu
4
Ryu, Doojin
4
Salisu, Afees A.
4
Uddin, Mohammed Gazi Salah
4
Ur Rehman, Mobeen
4
Wei, Yu
4
Yoon, Seong-min
4
Abakah, Emmanuel Joel Aikins
3
Aizenman, Joshua
3
Al-Jarrah, Idries Mohammad Wanas
3
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
5
Journal of risk
3
Applied economics letters
2
Applied economics
1
Computational economics
1
Economic modelling
1
Energy economics
1
Journal of risk : JOR
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Pacific-Basin finance journal
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ECONIS (ZBW)
5
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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
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
3
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:
4
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:
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:
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