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Volatility forecasting using stochastic conditional range model with leverage effect
Wu, Xinyu
;
Xie, Haibin
- In:
Applied Stochastic Models in Business and Industry
35
(
2019
)
5
,
pp. 1156-1170
Persistent link: https://www.econbiz.de/10012272474
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2
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
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3
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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4
Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Saved in:
5
Customer integration in the era of digital transformation: evidence from third-party logistics firms in China
Wu, Xinyu
;
Feng, Xinyi
;
Wang, Qiang
;
Wang, Liang
;
Zhao, …
- In:
Supply Chain Risk and Innovation Management in "The …
,
(pp. 112-126)
.
2022
Persistent link: https://www.econbiz.de/10013273813
Saved in:
6
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:
7
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:
8
Estimation of market prices of risks in the G.A.R.C.H. diffusion model
Wu, Xinyu
;
Zhou, Hailin
;
Wang, Shouyang
- In:
Economic research
31
(
2018
)
1,1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10012311929
Saved in:
9
A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
10
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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