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~person:"Lu, Xinjie"
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Lu, Xinjie
Elliott, Robert J.
49
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
28
Guidolin, Massimo
28
Gupta, Rangan
28
Stachurski, John
27
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Sola, Martin
25
Kaufmann, Sylvia
24
Lütkepohl, Helmut
24
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
D'Amico, Guglielmo
20
Doraszelski, Ulrich
20
Frühwirth-Schnatter, Sylvia
20
Paap, Richard
20
Ravazzolo, Francesco
20
Leiva-Leon, Danilo
19
Dijk, Dick van
18
Farmer, Roger E. A.
18
Josephson, Jens
18
Kamihigashi, Takashi
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
Guo, Xianping
17
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ECONIS (ZBW)
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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
3
Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
4
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
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