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Kapitaleinkommen
Aktienmarkt
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Volatility
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Li, Handong
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Song, Shijia
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Shi, Yu
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International review of financial analysis
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ECONIS (ZBW)
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Research on the daily volatility measure considering the impact of overnight variance and time segment in Chinese stock market
Shi, Yu
;
Li, Handong
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 549-561
Persistent link: https://www.econbiz.de/10011968718
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2
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
3
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
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