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~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~subject:"World"
~type_genre:"Article in journal"
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ARCH-Modell
Prognoseverfahren
World
Theorie
118
Theory
118
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107
Volatilität
107
ARCH model
90
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66
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McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Gupta, Rangan
253
Ma, Feng
99
Eichengreen, Barry
98
Bouri, Elie
96
Pierdzioch, Christian
93
Hammoudeh, Shawkat
84
Lee, Chien-chiang
84
McMillan, David G.
82
Wohar, Mark E.
81
Lucey, Brian M.
79
Apergēs, Nikolaos
77
Franses, Philip Hans
74
Tiwari, Aviral Kumar
74
Clements, Michael P.
70
Wang, Yudong
70
Aizenman, Joshua
68
Zaremba, Adam
66
Demirgüç-Kunt, Asli
65
Dreher, Axel
64
Xuan Vinh Vo
63
Narayan, Paresh Kumar
62
Salisu, Afees A.
60
Zhang, Yaojie
60
Baghestani, Hamid
59
Fildes, Robert
58
Anderson, Kym
57
Hoekman, Bernard M.
57
Balcilar, Mehmet
56
Goel, Rajeev K.
56
Timmermann, Allan
56
Haan, Jakob de
55
Kang, Sang Hoon
54
Marcellino, Massimiliano
53
Moshirian, Fariborz
53
Rose, Andrew
53
Wang, Shouyang
53
Demirer, Rıza
51
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50
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50
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Journal of econometrics
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International review of financial analysis
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Tourism economics : the business and finance of tourism and recreation
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1
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1
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1
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ECONIS (ZBW)
149
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1
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
2
Forecasting high-frequency excess stock returns via data analytics and machine learning
Akyildirim, Erdinc
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 22-75
Persistent link: https://www.econbiz.de/10014253881
Saved in:
3
Jump forecasting in foreign exchange markets : a high-frequency analysis
Uzun, Sevcan
;
Sensoy, Ahmet
;
Nguyen, Duc Khuong
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 578-624
Persistent link: https://www.econbiz.de/10014292217
Saved in:
4
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
6
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
7
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
8
Green finance and decarbonization : evidence from around the world
Al Mamun, Md.
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342827
Saved in:
9
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
10
Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis
Akhtaruzzaman, Md.
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
; …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553894
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