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~person:"Asai, Manabu"
~person:"Xuan Vinh Vo"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"GARCH-Modell"
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Schätzung
ARCH model
33
ARCH-Modell
33
Volatility
21
Volatilität
21
Spillover effect
13
Spillover-Effekt
13
Aktienmarkt
12
Stock market
12
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Bitcoin
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Asai, Manabu
Xuan Vinh Vo
Kumar, Dilip
19
Gupta, Rangan
16
Ma, Feng
16
Bouri, Elie
11
Malik, Farooq
11
McAleer, Michael
11
Chiang, Thomas C.
10
Huang, Zhuo
10
Wu, Xinyu
10
Yoon, Seong-min
10
Bahmani-Oskooee, Mohsen
9
Brooks, Robert
9
Floros, Christos
9
Hamori, Shigeyuki
9
Tiwari, Aviral Kumar
9
Francq, Christian
8
Nonejad, Nima
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Živkov, Dejan
8
Antonakakis, Nikolaos
7
Chen, Cathy W. S.
7
Shi, Yanlin
7
Wei, Yu
7
Adrangi, Bahram
6
Balcilar, Mehmet
6
Caporin, Massimiliano
6
Degiannakis, Stavros
6
Gil-Alaña, Luis A.
6
Guesmi, Khaled
6
Kang, Sang Hoon
6
Lee, Chien-chiang
6
Lu, Xinjie
6
Paolella, Marc S.
6
Serletis, Apostolos
6
Tsui, Albert K.
6
Zhang, Zhaoyong
6
Chang, Chia-Lin
5
Chevallier, Julien
5
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The North American journal of economics and finance : a journal of financial economics studies
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Australian economic papers
1
Econometric reviews
1
Emerging markets review
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
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1
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
2
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
3
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
4
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
5
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
6
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:
7
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo
;
Ellis, Craig
- In:
Emerging markets review
36
(
2018
),
pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Saved in:
9
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
10
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
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