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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Clements, Adam"
~person:"Yoon, Seong-min"
~subject:"Portfolio selection"
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Volatilität
Portfolio selection
Estimation
37
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37
Volatility
23
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13
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13
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13
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13
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Clements, Adam
Yoon, Seong-min
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
33
Ma, Feng
29
McAleer, Michael
26
Zaremba, Adam
26
Bouri, Elie
24
Todorov, Viktor
24
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22
Pierdzioch, Christian
22
Xuan Vinh Vo
22
Wohar, Mark E.
21
Kumar, Dilip
20
Balcilar, Mehmet
19
Kang, Sang Hoon
19
Caporale, Guglielmo Maria
18
Brooks, Robert
17
Rashid, Abdul
17
Gil-Alaña, Luis A.
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Asai, Manabu
15
Chiang, Thomas C.
15
Wang, Yudong
15
Wei, Yu
15
Apergēs, Nikolaos
14
Li, Jia
14
McMillan, David G.
14
Zhang, Yaojie
14
Andersen, Torben
13
Bali, Turan G.
13
Hammoudeh, Shawkat
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Lee, Chien-chiang
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Tauchen, George Eugene
13
Zhu, Huiming
13
Caporin, Massimiliano
12
Demirer, Rıza
12
Fabozzi, Frank J.
12
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Energy economics
5
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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1
Australian economic papers
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1
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1
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ECONIS (ZBW)
26
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1
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
4
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
5
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
6
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
7
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
8
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
9
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
10
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
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