//--> //--> //--> //-->
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:"Time series analysis"
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
Pricing VIX options with reali...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
ARCH model
26
ARCH-Modell
26
China
23
Volatility
22
Volatilität
22
Zeitreihenanalyse
14
Estimation
12
Schätzung
12
Capital income
10
Kapitaleinkommen
10
Börsenkurs
9
Share price
9
Aktienmarkt
7
Consumer behaviour
7
Konsumentenverhalten
7
Stock market
7
Forecasting model
6
Prognoseverfahren
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Theorie
6
Theory
6
Estimation theory
5
Risikoprämie
5
Risk premium
5
Schätztheorie
5
Statistical distribution
5
Statistische Verteilung
5
CAPM
4
Digitalisierung
4
Digitization
4
Multivariate Verteilung
4
Multivariate distribution
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option pricing theory
4
Option trading
4
more ...
less ...
Online availability
All
Undetermined
7
Free
6
Type of publication
All
Article
8
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
14
Author
All
Huang, Zhuo
13
Hansen, Peter Reinhard
7
Yi, Yanping
4
Chen, Xiaohong
3
Liang, Fang
2
Wang, Tianyi
2
Chen, Qihao
1
Chen, Wei
1
Liu, Hao
1
Shek, Howard Howan
1
Shek, Howard Howan Stephen
1
Tong, Chen
1
Yan, Hong
1
more ...
less ...
Published in...
All
Economic modelling
3
CREATES research paper
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
EUI working paper
1
Economics letters
1
Finance research letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
-
2012
Persistent link: https://www.econbiz.de/10009764678
Saved in:
2
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
-
2012
Persistent link: https://www.econbiz.de/10009660759
Saved in:
3
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
Saved in:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
5
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
6
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 269-287
Persistent link: https://www.econbiz.de/10011691332
Saved in:
7
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:
8
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
9
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
Saved in:
10
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->