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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~isPartOf:"The European journal of finance"
~person:"Huang, Zhuo"
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Is there a structural change in the persistence of WTI-Brent oil price spreads in the post-2010 period?
Chen, Wei
;
Huang, Zhuo
;
Yi, Yanping
- In:
Economic modelling
50
(
2015
),
pp. 64-71
Persistent link: https://www.econbiz.de/10011439618
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2
Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo
;
Liu, Hao
;
Wang, Tianyi
- In:
Economic modelling
52
(
2016
),
pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
Saved in:
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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
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