//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
VIX term structure and VIX fut...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
China
34
ARCH model
26
Volatility
25
Volatilität
25
Time series analysis
15
USA
15
United States
15
Zeitreihenanalyse
15
Estimation
13
Schätzung
13
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Robot
10
Roboter
10
Aktienmarkt
8
Child mortality
8
Impact assessment
8
Kindersterblichkeit
8
Risiko
8
Risk
8
Stock market
8
Theorie
8
Theory
8
Wirkungsanalyse
8
Arbeitsschutz
7
Arbeitsunfall
7
Black people
7
Consumer behaviour
7
Konsumentenverhalten
7
Occupational safety
7
Option pricing theory
7
Optionspreistheorie
7
Schwarze Menschen
7
Work accident
7
1906-1938
6
Betriebliches Gesundheitsmanagement
6
Forecasting model
6
more ...
less ...
Online availability
All
Undetermined
14
Free
10
Type of publication
All
Article
17
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
26
Author
All
Huang, Zhuo
25
Hansen, Peter Reinhard
10
Wang, Tianyi
9
Liang, Fang
5
Tong, Chen
5
Yi, Yanping
5
Chen, Xiaohong
3
Chen, Qihao
2
Feng, Xingdong
2
Liu, Hao
2
Banulescu Radu, Denisa
1
Jiang, Yueting
1
Li, Chao
1
Matei, Marius
1
Qiu, Han
1
Shek, Howard Howan
1
Shek, Howard Howan Stephen
1
Shen, Shihan
1
Shen, Yan
1
Shen, Yiwen
1
Wang, Yajing
1
Yan, Hong
1
Zhang, Cong
1
more ...
less ...
Published in...
All
Economic modelling
3
Finance research letters
3
The journal of futures markets
3
Economics letters
2
CREATES research paper
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
EUI working paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
4
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
5
Modeling dynamic higher moments of crude oil futures
Huang, Zhuo
;
Liang, Fang
;
Wang, Tianyi
;
Li, Chao
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
Saved in:
6
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
7
Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao
;
Shen, Shihan
;
Wang, Tianyi
;
Huang, Zhuo
- In:
China economic journal : the official journal of the …
9
(
2016
)
2
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
Saved in:
8
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:
9
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
10
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi
;
Shen, Yiwen
;
Jiang, Yueting
;
Huang, Zhuo
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->