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subject:"Kapitaleinkommen"
~person:"Kang, Sang Hoon"
~subject:"Portfolio selection"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Portfolio selection
ARCH model
27
ARCH-Modell
27
Volatility
22
Volatilität
22
Aktienmarkt
15
Stock market
15
Spillover effect
14
Spillover-Effekt
14
Börsenkurs
8
Share price
8
Capital income
6
Estimation
6
Oil price
6
Schätzung
6
South Korea
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Südkorea
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Ölpreis
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Financial crisis
5
Finanzkrise
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Hedging
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Portfolio-Management
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Risikomaß
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Risk measure
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Virtual currency
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Virtuelle Währung
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Welt
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World
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BRICS countries
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BRICS-Staaten
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Structural break
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Strukturbruch
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USA
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United States
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Bitcoin
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Correlation
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Downside risk
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English
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Kang, Sang Hoon
Gupta, Rangan
29
McAleer, Michael
24
Engle, Robert F.
20
Kumar, Dilip
18
Ma, Feng
18
Bouri, Elie
17
Chang, Chia-Lin
17
Paolella, Marc S.
17
Bauwens, Luc
15
Bollerslev, Tim
15
Chiang, Thomas C.
14
Ledoit, Olivier
13
Tiwari, Aviral Kumar
12
Wolf, Michael
12
Zhang, Yaojie
12
Christoffersen, Peter F.
11
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Brooks, Robert
10
Chevallier, Julien
10
Diebold, Francis X.
10
Haas, Markus
10
Mensi, Walid
10
Ardia, David
9
Hammoudeh, Shawkat
9
Huang, Zhuo
9
Koopman, Siem Jan
9
Mansur, Iqbal
9
Nguyen, Duc Khuong
9
Wang, Yudong
9
Aboura, Sofiane
8
Andersen, Torben
8
Bohl, Martin T.
8
Degiannakis, Stavros
8
Hansen, Peter Reinhard
8
Jondeau, Eric
8
Li, Yan
8
Lucas, André
8
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The North American journal of economics and finance : a journal of financial economics studies
5
Korea and the world economy
2
Economic modelling
1
Global finance journal
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
10
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1
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
2
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
3
Asymmetric volatility connectedness between Islamic stock and commodity markets
Suleman, Muhammad Tahir
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012887176
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
9
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
10
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
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