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subject:"United Kingdom"
~person:"Hamori, Shigeyuki"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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United Kingdom
Volatility
Estimation
38
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38
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15
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10
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9
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9
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9
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9
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Hamori, Shigeyuki
Gupta, Rangan
70
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
35
Caporale, Guglielmo Maria
28
Ma, Feng
26
Todorov, Viktor
25
Bollerslev, Tim
24
Bouri, Elie
24
McAleer, Michael
24
Pierdzioch, Christian
24
Wohar, Mark E.
24
Balcilar, Mehmet
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Apergēs, Nikolaos
15
Rashid, Abdul
15
Blundell, Richard W.
14
Brooks, Robert
14
Li, Jia
14
McMillan, David G.
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Jawadi, Fredj
13
Narayan, Paresh Kumar
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Belke, Ansgar
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
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Annals of financial economics
1
Applied economics letters
1
Business fluctuations and cycles
1
Economic modelling
1
Emerging topics in macroeconomics
1
Energy economics
1
Global stock exchanges : stability, interrelationships, and roles
1
International journal of economics and finance
1
International journal of financial research
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of economics and finance
1
Progress in economics research
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
16
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1
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16
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1
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin
;
Hamori, Shigeyuki
- In:
Energy economics
132
(
2024
),
pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
Saved in:
2
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
3
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
Saved in:
4
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
International journal of economics and finance
9
(
2017
)
8
,
pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Saved in:
5
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.
;
Hamori, Shigeyuki
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
Saved in:
6
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
7
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
8
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
9
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Saved in:
10
On the time-varying linkages among the London Interbank Offer Rates for major European currencies
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International journal of financial research
4
(
2013
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009701634
Saved in:
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