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~person:"Huang, Zhuo"
~person:"Malik, Farooq"
~person:"Nguyen, Duc Khuong"
~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
54
ARCH-Modell
54
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40
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40
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25
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25
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17
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Aufsatz in Zeitschrift
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21
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1
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1
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21
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Huang, Zhuo
Malik, Farooq
Nguyen, Duc Khuong
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
Zhang, Yaojie
11
Bahmani-Oskooee, Mohsen
10
Han, Young Wook
10
Brooks, Robert
9
Floros, Christos
9
Tiwari, Aviral Kumar
9
Yoon, Seong-min
9
Li, Yan
8
Liang, Chao
8
Tsui, Albert K.
8
Wang, Yudong
8
Chevallier, Julien
7
Demirer, Rıza
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
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Chen, Cathy W. S.
6
Choudhry, Taufiq
6
Degiannakis, Stavros
6
Kang, Sang Hoon
6
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Economic modelling
3
Journal of international financial markets, institutions & money
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
Energy economics
1
Finance research letters
1
International review of economics & finance : IREF
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 international money and finance
1
Journal of multinational financial management
1
Journal of the Operational Research Society : OR
1
Review of accounting & finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of applied business research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
21
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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
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:
4
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:
5
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:
6
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:
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
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:
9
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
Saved in:
10
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
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