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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Finance research letters"
~isPartOf:"Ruhr economic papers"
~person:"Xie, Haibin"
~subject:"ARCH-Modell"
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Xie, Haibin
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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
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Realized GARCH models : simpler is better
Xie, Haibin
;
Yu, Chengtan
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430955
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