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type:"article"
~language:"eng"
~person:"Jarrow, Robert A."
~person:"Kang, Sang Hoon"
~subject:"ARCH-Modell"
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ARCH-Modell
Portfolio selection
53
Portfolio-Management
53
Spillover effect
16
Spillover-Effekt
16
Theorie
16
Theory
16
Hedging
14
Volatility
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Volatilität
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Aktienmarkt
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ARCH model
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Jarrow, Robert A.
Kang, Sang Hoon
Hammoudeh, Shawkat
7
Mensi, Walid
7
Tiwari, Aviral Kumar
5
Guesmi, Khaled
4
Lahiani, Amine
4
McAleer, Michael
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Nguyen, Duc Khuong
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Wang, Yi-Hsien
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Xuan Vinh Vo
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Yoon, Seong-min
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Aboura, Sofiane
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Al-Yahyaee, Khamis Hamed
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Arouri, Mohamed
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Chuang, Chung-Chu
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De Nard, Gianluca
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Escobar, Marcos
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Fakhfekh, Mohamed
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Ghorbel, Ahmed
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Hafner, Christian M.
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Herwartz, Helmut
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Kim, Young Shin
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Ledoit, Olivier
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The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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
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