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~person:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Stock market
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Volatility
37
Volatilität
37
ARCH-Modell
14
Börsenkurs
12
Oil price
12
Share price
12
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11
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9
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9
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9
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25
Author
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Nguyen, Duc Khuong
Gupta, Rangan
145
McAleer, Michael
137
Caporale, Guglielmo Maria
81
Ma, Feng
73
Chang, Chia-Lin
71
Bouri, Elie
56
Spagnolo, Nicola
56
Hammoudeh, Shawkat
52
Kang, Sang Hoon
44
Mensi, Walid
42
Tiwari, Aviral Kumar
41
Kumar, Dilip
36
Salisu, Afees A.
36
Demirer, Rıza
35
McMillan, David G.
35
Wei, Yu
35
Zhang, Yaojie
35
Diebold, Francis X.
34
Ji, Qiang
34
Pierdzioch, Christian
34
Wang, Yudong
34
Bauwens, Luc
33
Bollerslev, Tim
33
Engle, Robert F.
32
Kočenda, Evžen
31
Wohar, Mark E.
31
Xuan Vinh Vo
31
Serletis, Apostolos
30
Manera, Matteo
29
Filis, George
28
Degiannakis, Stavros
27
Liang, Chao
27
Yoon, Seong-min
27
Corbet, Shaen
26
Bekaert, Geert
25
Chevallier, Julien
25
Floros, Christos
25
Hansen, Peter Reinhard
25
Molnár, Peter
25
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Energy economics
5
Applied economics
3
Journal of international financial markets, institutions & money
3
Contributions to Management Science
2
Economic modelling
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Governance and risk in emerging and global markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international money and finance
1
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1
Springer eBook Collection / Business and Economics
1
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1
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1
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1
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ECONIS (ZBW)
25
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1
Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong
;
Walther, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011946687
Saved in:
2
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
3
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
4
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
7
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
8
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
9
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
10
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
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