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~person:"Wu, Xinyu"
~subject:"Dynamic covariance matrix"
~subject:"Estimation theory"
~subject:"Futures"
~subject:"long memory"
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Dynamic covariance matrix
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Wu, Xinyu
Asai, Manabu
10
McAleer, Michael
9
Bollerslev, Tim
6
Medeiros, Marcelo C.
6
Diebold, Francis X.
5
Shin, Dong-wan
5
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4
Barunik, Jozef
4
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4
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4
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4
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Kim, Donggyu
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Finance research letters
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ECONIS (ZBW)
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A two-component
realized
exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
2
A
realized
EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
3
Forecasting
realized
variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
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