Skip to contents

Xu, Yongdeng [Author]

The Exponential Heavy Model : An Improved Approach to Volatility Modeling and Forecasting

View online
Schließen

Access

https://ssrn.com/abstract=4424597

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]
Xu, Yongdeng [Author]

Extended Multivariate Egarch Model : A Model for Zero-Return and Negative Spillovers

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=4446267

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]
Xu, Yongdeng [Author]

Exponential high-frequency-based-volatility (EHEAVY) models

View online
Schließen

Access

http://carbsecon.com/wp/E2022_5.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, March 2022

Published in: Cardiff economics working papers ; 2022,5
Xu, Yongdeng [Author]

Exponential high-frequency-based-volatility (EHEAVY) models

View online
Schließen

Links

http://hdl.handle.net/10419/261233

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2022
Xu, Yongdeng [Author]

DCC-HEAVY : a multivariate GARCH model with realized measures of variance and correlation

View online
Schließen

Access

http://carbsecon.com/wp/E2019_5_appendix.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, February 2019

Published in: Cardiff economics working papers ; 2019,5
Xu, Yongdeng [Author]

DCC-HEAVY: A multivariate GARCH model with realized measures of variance and correlation

View online
Schließen

Links

http://hdl.handle.net/10419/230438

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2019
Xu, Yongdeng [Author]

The Lognormal Autoregressive Conditional Duration (LNACD) Model and a Comparison with an Alternative ACD Models

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=2382159

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2014]
Xu, Yongdeng [Author]

The dynamics of trading duration, volume and price volatility: A vector MEM model

View online
Schließen

Links

http://hdl.handle.net/10419/101123

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2013
Xu, Yongdeng [Author]

Weak exogeneity in the financial point processes

View online
Schließen

Links

http://hdl.handle.net/10419/101118

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2013
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

The contribution of realized covariance models to the economic value of volatility timing

View online
Schließen

Access

https://dial.uclouvain.be/pr/boreal/en/object/boreal%3A276764/datastream/PDF_01/view

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Louvain-la-Neuve: CORE, [2023]

Published in: LIDAM discussion paper CORE ; 2023,18
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

The contribution of realized covariance models to the economic value of volatility timing

View online
Schließen

Access

http://carbsecon.com/wp/E2023_20.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, July 2023

Published in: Cardiff economics working papers ; 2023,20
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

The contribution of realized covariance models to the economic value of volatility timing

View online
Schließen

Links

http://hdl.handle.net/10419/284182

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2023
Minford, Patrick [Author]; Xu, Yongdeng [Author]

Indirect inference : a methodological essay on its role and applications

View online
Schließen

Access

http://carbsecon.com/wp/E2024_1.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, January 2024

Published in: Cardiff economics working papers ; 2024,1
Minford, Patrick [Author]; Xu, Yongdeng [Author]

Indirect inference: A methodological essay on its role and applications

View online
Schließen

Links

http://hdl.handle.net/10419/284192

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2024
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations

View online
Schließen

Access

https://dial.uclouvain.be/pr/boreal/en/object/boreal%3A223938/datastream/PDF_01/view

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Louvain-la-Neuve: CORE, [2019]

Published in: Université catholique de Louvain: CORE discussion papers ; 2019,25
Minford, Patrick [Author]; Xu, Yongdeng [Author]

Classical or gravity? : which trade model best matches the UK facts?

View online
Schließen

Access

http://carbsecon.com/wp/E2017_10.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, November 2017

Published in: Cardiff economics working papers ; 201710
Minford, Patrick [Author]; Xu, Yongdeng [Author]

Classical or gravity? Which trade model best matches the UK facts?

View online
Schließen

Links

http://hdl.handle.net/10419/174124

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2017
Karanasos, Menelaos [Author]; Xu, Yongdeng [Author]

Matrix inequality constraints for vector (asymmetric power) GARCH/HEAVY models and MEM with spillovers: Some new (mixture) formulations

View online
Schließen

Links

http://hdl.handle.net/10419/174128

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff: Cardiff University, Cardiff Business School, 2017
Karanasos, Menelaos [Author]; Xu, Yongdeng [Author]

Matrix inequality constraints for vector (asymmetric power) GARCH/HEAVY models and MEM with spillovers : some new (mixture) formulations

View online
Schließen

Access

http://carbsecon.com/wp/E2017_14.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, November 2017

Published in: Cardiff economics working papers ; 201714
Guan, Bo [Author]; Mazouz, Khelifa [Author]; Xu, Yongdeng [Author]

Asymmetric volatility spillover between crude oil and other asset markets

View online
Schließen

Access

http://carbsecon.com/wp/E2023_27.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cardiff, United Kingdom: Cardiff Business School, Cardiff University, November 2023

Published in: Cardiff economics working papers ; 2023,27

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication