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~language:"eng"
~person:"Huang, Zhuo"
~person:"Malik, Farooq"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Capital income
Exchange rate
Welt
ARCH model
33
ARCH-Modell
33
Volatility
27
Volatilität
27
Estimation
21
Schätzung
21
GARCH
11
Kapitaleinkommen
11
Structural break
10
Structural breaks
10
Strukturbruch
10
Time series analysis
9
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9
Aktienmarkt
8
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8
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8
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8
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8
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Aufsatz in Zeitschrift
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17
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1
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1
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1
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1
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Huang, Zhuo
Malik, Farooq
Ma, Feng
31
Gupta, Rangan
29
Bouri, Elie
26
Kumar, Dilip
20
Wang, Yudong
17
Zhang, Yaojie
17
Liang, Chao
15
Chiang, Thomas C.
14
McMillan, David G.
13
Wei, Yu
13
Brooks, Robert
12
McAleer, Michael
12
Wu, Xinyu
12
Nonejad, Nima
11
Bahmani-Oskooee, Mohsen
10
Floros, Christos
10
Han, Young Wook
10
Yoon, Seong-min
10
Degiannakis, Stavros
9
Hammoudeh, Shawkat
9
Ji, Qiang
9
Kang, Sang Hoon
9
Li, Yan
9
Salisu, Afees A.
9
Tiwari, Aviral Kumar
9
Hamori, Shigeyuki
8
Lyócsa, Štefan
8
Mensi, Walid
8
Nguyen, Duc Khuong
8
Tsui, Albert K.
8
Xuan Vinh Vo
8
Adrangi, Bahram
7
Caporin, Massimiliano
7
Chang, Chia-Lin
7
Chevallier, Julien
7
Choudhry, Taufiq
7
Demirer, Rıza
7
Elyasiani, Elyas
7
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International review of economics & finance : IREF
3
Economic modelling
2
Review of quantitative finance and accounting
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Finance research letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of multinational financial management
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
17
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17
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1
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
5
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:
6
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
7
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
8
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:
9
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
10
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
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