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subject:"Volatilität"
type_genre:"Article in journal"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
~subject:"Wechselkurs"
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Volatilität
ARCH-Modell
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Estimation
26
Schätzung
26
Volatility
13
Aktienmarkt
11
Stock market
11
ARCH model
10
Spillover effect
8
Spillover-Effekt
8
Capital income
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Hedging
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Kapitaleinkommen
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Multivariate Verteilung
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Panel study
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Article in journal
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English
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Yoon, Seong-min
Gupta, Rangan
66
Bahmani-Oskooee, Mohsen
65
Bouri, Elie
25
Ma, Feng
25
Bollerslev, Tim
24
McAleer, Michael
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Wohar, Mark E.
24
Tiwari, Aviral Kumar
23
Xuan Vinh Vo
23
Balcilar, Mehmet
22
Kumar, Dilip
21
Caporale, Guglielmo Maria
20
Gil-Alaña, Luis A.
18
Chiang, Thomas C.
17
Kang, Sang Hoon
17
MacDonald, Ronald
17
Brooks, Robert
16
Mensi, Walid
16
Rashid, Abdul
16
Asai, Manabu
15
Beckmann, Joscha
15
Hsing, Yu
15
Narayan, Paresh Kumar
15
Salisu, Afees A.
15
Zhu, Huiming
15
Apergēs, Nikolaos
14
Hegerty, Scott W.
14
Li, Jia
14
McMillan, David G.
14
Tauchen, George Eugene
14
Wei, Yu
14
Andersen, Torben
13
Baharumshah, Ahmad Zubaidi
13
Belke, Ansgar
13
Wang, Yudong
13
Demirer, Rıza
12
Lee, Chien-chiang
12
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Energy economics
4
Applied economics
3
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International review of financial analysis
1
Pacific-Basin finance journal
1
The Korean economic review
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ECONIS (ZBW)
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1
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
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
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
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
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
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