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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Clements, Adam"
~person:"Yoon, Seong-min"
~type_genre:"Arbeitspapier"
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Volatilität
Estimation
42
Schätzung
42
Volatility
27
ARCH model
13
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13
Aktienmarkt
13
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13
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Clements, Adam
Yoon, Seong-min
Gupta, Rangan
79
McAleer, Michael
69
Pierdzioch, Christian
43
Caporale, Guglielmo Maria
42
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
33
Todorov, Viktor
30
Belke, Ansgar
27
Asai, Manabu
26
Bouri, Elie
26
Gil-Alaña, Luis A.
26
Hautsch, Nikolaus
26
Ma, Feng
25
Härdle, Wolfgang
24
Andersen, Torben
22
Wohar, Mark E.
22
Balcilar, Mehmet
20
Caporin, Massimiliano
20
Kumar, Dilip
20
Mumtaz, Haroon
20
Rodriguez, Gabriel
20
Xuan Vinh Vo
20
Chang, Chia-Lin
19
Döpke, Jörg
19
Herwartz, Helmut
18
Buch, Claudia M.
17
Koopman, Siem Jan
17
Tauchen, George Eugene
17
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
16
Hafner, Christian M.
15
Tiwari, Aviral Kumar
15
Brooks, Robert
14
Cheung, Yin-Wong
14
Chiang, Thomas C.
14
Li, Jia
14
Spagnolo, Nicola
14
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Energy economics
5
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4
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3
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
International review of financial analysis
1
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ECONIS (ZBW)
27
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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
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:
7
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:
8
Firm-specific information and systemic risk
Clements, Adam
;
Liao, Yin
- In:
Economic modelling
90
(
2020
),
pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
Saved in:
9
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
10
Which oil shocks really matter in equity markets?
Clements, Adam
;
Shield, Cody
;
Thiele, Stephen
- In:
Energy economics
81
(
2019
),
pp. 134-141
Persistent link: https://www.econbiz.de/10012172674
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