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~accessRights:"restricted"
~person:"Alomari, Mohammed"
~subject:"Anlageverhalten"
~subject:"Estimation"
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Anlageverhalten
Estimation
Dynamic spillovers
1
Economic and financial uncertainty indexes
1
Hedging
1
Higher moments
1
Index derivative
1
Indexderivat
1
Jumps
1
Portfolio selection
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Portfolio-Management
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Risiko
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Schock
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Schätzung
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Shock
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Spillover effect
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Spillover-Effekt
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Theorie
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Theory
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US sector ETFs
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Alomari, Mohammed
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The quarterly review of economics and finance
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ECONIS (ZBW)
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Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
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