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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Do, Hung Xuan"
~person:"Huang, Dengshi"
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Volatility
Aktienmarkt
4
Estimation
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Schätzung
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Stock market
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Volatilität
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
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Prognoseverfahren
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Realized volatility
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Spillover effect
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ASX50
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Buyer-versus seller-initiated trades
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Devisenmarkt
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Higher moments
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Japan
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Oil market
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Do, Hung Xuan
Huang, Dengshi
Xuan Vinh Vo
4
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3
Kang, Sang Hoon
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2
Balcilar, Mehmet
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International review of economics & finance : IREF
The journal of futures markets
Australian journal of management
1
Finance research letters
1
Global finance journal
1
International Review of Economics & Finance
1
International journal of finance & economics : IJFE
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International review of financial analysis
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ECONIS (ZBW)
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Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
2
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
3
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
4
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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