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~person:"Chen, Wang"
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Search: subject_exact:"Volatility"
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Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Oil price
6
Ölpreis
6
Forecasting model
5
Prognoseverfahren
5
Commodity derivative
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Rohstoffderivat
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Volatility forecasting
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Estimation
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Forecasting evaluation
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Oil futures price
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Oil market
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Schätzung
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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Ölmarkt
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Aktienmarkt
1
Börsenkurs
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Capital income
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Conditional autoregressive value at risk
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Crude oil market volatility
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Exchange rate
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Financial shock
1
Financialization of commodity markets
1
GARCH-MIDAS
1
High-frequency volatility models
1
Impact assessment
1
Kapitaleinkommen
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Kilian's two-step approach
1
Mixed data sampling model
1
Model confidence set
1
Realized range-based volatility
1
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Chen, Wang
McAleer, Michael
360
Gupta, Rangan
228
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
104
Andersen, Torben
98
Aizenman, Joshua
96
Pierdzioch, Christian
96
Spagnolo, Nicola
94
Ma, Feng
90
Hammoudeh, Shawkat
81
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
71
Caporin, Massimiliano
69
Kočenda, Evžen
68
McMillan, David G.
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Tiwari, Aviral Kumar
64
Lux, Thomas
62
Corbet, Shaen
60
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
56
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Lucey, Brian M.
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Belke, Ansgar
51
Mensi, Walid
51
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International review of economics & finance : IREF
3
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
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:
2
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:
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:
5
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
6
Forecasting the oil futures price volatility : a new approach
Ma, Feng
;
Liu, Jing
;
Huang, Dengshi
;
Chen, Wang
- In:
Economic modelling
64
(
2017
),
pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
Saved in:
7
Macroeconomic impacts of oil prices and underlying financial
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010411554
Saved in:
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