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~person:"Huang, Zhuo"
~person:"Kang, Sang Hoon"
~subject:"Capital income"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Capital income
Exchange rate
ARCH model
42
ARCH-Modell
42
Volatility
32
Volatilität
32
Aktienmarkt
17
Stock market
17
Estimation
16
Schätzung
16
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14
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14
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13
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Aufsatz in Zeitschrift
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13
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Huang, Zhuo
Kang, Sang Hoon
Gupta, Rangan
22
Kumar, Dilip
18
Ma, Feng
18
Bouri, Elie
14
Chiang, Thomas C.
14
McAleer, Michael
11
McMillan, David G.
11
Wu, Xinyu
11
Bahmani-Oskooee, Mohsen
10
Han, Young Wook
10
Zhang, Yaojie
10
Brooks, Robert
9
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9
Tiwari, Aviral Kumar
9
Yoon, Seong-min
9
Li, Yan
8
Liang, Chao
8
Nguyen, Duc Khuong
8
Tsui, Albert K.
8
Wang, Yudong
8
Chevallier, Julien
7
Elyasiani, Elyas
7
Hamori, Shigeyuki
7
Lyócsa, Štefan
7
Mansur, Iqbal
7
Mensi, Walid
7
Molnár, Peter
7
Nonejad, Nima
7
Speight, Alan E. H.
7
Wei, Yu
7
Xuan Vinh Vo
7
Asai, Manabu
6
Chang, Chia-Lin
6
Chen, Cathy W. S.
6
Choudhry, Taufiq
6
Degiannakis, Stavros
6
Demirer, Rıza
6
Malik, Farooq
6
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The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Korea and the world economy
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
Global finance journal
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
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
5
Asymmetric volatility connectedness between Islamic stock and commodity markets
Suleman, Muhammad Tahir
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012887176
Saved in:
6
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
7
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:
8
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
9
Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao
;
Shen, Shihan
;
Wang, Tianyi
;
Huang, Zhuo
- In:
China economic journal : the official journal of the …
9
(
2016
)
2
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
Saved in:
10
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 269-287
Persistent link: https://www.econbiz.de/10011691332
Saved in:
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