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~person:"Floros, Christos"
~person:"Jiang, Yong"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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ARCH model
Kapitaleinkommen
ARCH-Modell
5
Volatility
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Volatilität
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Long memory
4
Aktienmarkt
3
Estimation
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Brent crude oil market and London gold market
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Floros, Christos
Jiang, Yong
Gil-Alaña, Luis A.
17
Caporale, Guglielmo Maria
15
Asai, Manabu
12
Sibbertsen, Philipp
11
McAleer, Michael
10
Prokopczuk, Marcel
8
Gupta, Rangan
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Ajmi, Ahdi Noomen
6
Boubaker, Heni
5
Han, Young Wook
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Lux, Thomas
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Nasr, Adnen Ben
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Nguyen, Duc Binh Benno
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Rodriguez, Gabriel
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Walther, Thomas
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Aloui, Chaker
4
Chang, Chia-Lin
4
Chkili, Walid
4
Günay, Samet
4
Hammoudeh, Shawkat
4
Mensi, Walid
4
Nguyen, Duc Khuong
4
Perron, Pierre
4
Becker, Janis
3
Chiang, Thomas C.
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Dark, Jonathan
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Degiannakis, Stavros
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Feng, Yuanhua
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Härdle, Wolfgang
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Koopman, Siem Jan
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Lin, Ling
3
Lkhamazhapov, Zorikto
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Peiris, Shelton
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Plastun, Alex
3
Shi, Yanlin
3
Shin, Dong-wan
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The North American journal of economics and finance : a journal of financial economics studies
2
Finance research letters
1
International review of financial analysis
1
Research in international business and finance
1
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ECONIS (ZBW)
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1
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining
long
memory
and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
2
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling
;
Kuang, Yuanpei
;
Jiang, Yong
;
Su, Xianfang
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
Saved in:
3
Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis
Lin, Ling
;
Zhou, Zhongbao
;
Liu, Qing
;
Jiang, Yong
- In:
Finance research letters
29
(
2019
),
pp. 245-254
Persistent link: https://www.econbiz.de/10012419082
Saved in:
4
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
5
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
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