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subject:"Volatilität"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Wohar, Mark E."
~person:"Zhu, Huiming"
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Volatilität
Estimation
67
Schätzung
67
Volatility
28
Capital income
26
Kapitaleinkommen
26
Börsenkurs
22
Share price
22
Welt
18
World
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Aktienmarkt
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China
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Regression analysis
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9
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Wirkungsanalyse
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Erdöl
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Nichtparametrisches Verfahren
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Article in journal
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28
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Wohar, Mark E.
Zhu, Huiming
Gupta, Rangan
50
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
18
Pierdzioch, Christian
16
Todorov, Viktor
16
Xuan Vinh Vo
16
Kang, Sang Hoon
14
Mensi, Walid
14
Li, Jia
13
Tiwari, Aviral Kumar
13
Wei, Yu
13
Bollerslev, Tim
12
Wu, Xinyu
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Yoon, Seong-min
11
Zhang, Yaojie
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
Jawadi, Fredj
9
McAleer, Michael
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Sehgal, Sanjay
8
Shi, Yanlin
8
Tauchen, George Eugene
8
Yin, Libo
8
Apergēs, Nikolaos
7
Chiang, Thomas C.
7
Degiannakis, Stavros
7
Lau, Chi Keung
7
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The North American journal of economics and finance : a journal of financial economics studies
8
Energy economics
4
Applied economics
3
Applied economics letters
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
The Chinese economy
1
The European journal of finance
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The North American journal of economics and finance : a journal of theory and practice
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
28
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
3
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
4
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
5
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
6
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
7
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
10
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
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