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~person:"Yoon, Seong-min"
~subject:"Börsenkurs"
~subject:"Exchange rate"
~subject:"Schätzung"
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Börsenkurs
Exchange rate
Schätzung
ARCH model
24
ARCH-Modell
24
Volatility
22
Volatilität
22
Aktienmarkt
11
Stock market
11
Estimation
10
Share price
10
Spillover effect
9
Spillover-Effekt
9
Oil price
7
South Korea
7
Südkorea
7
Ölpreis
7
Capital income
6
Hedging
6
Kapitaleinkommen
6
Oil market
5
Portfolio selection
5
Portfolio-Management
5
Structural break
5
Strukturbruch
5
Correlation
4
Korrelation
4
Ölmarkt
4
Ankündigungseffekt
3
Announcement effect
3
China
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Multivariate Verteilung
3
Multivariate distribution
3
OPEC countries
3
OPEC-Staaten
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Prognoseverfahren
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English
17
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Yoon, Seong-min
McAleer, Michael
67
Gupta, Rangan
51
Ma, Feng
33
Chang, Chia-Lin
32
Caporale, Guglielmo Maria
29
Bouri, Elie
25
Kumar, Dilip
24
Herwartz, Helmut
23
Conrad, Christian
21
Bauwens, Luc
20
Engle, Robert F.
18
Paolella, Marc S.
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Koopman, Siem Jan
17
Mittnik, Stefan
17
Jawadi, Fredj
16
Karanasos, Menelaos
16
Zhang, Yaojie
16
Bollerslev, Tim
15
Chiang, Thomas C.
15
Hamori, Shigeyuki
15
Salisu, Afees A.
15
Silvennoinen, Annastiina
15
Spagnolo, Fabio
15
Teräsvirta, Timo
15
Allen, David E.
14
Floros, Christos
14
Hafner, Christian M.
14
McMillan, David G.
14
Molnár, Peter
14
Wu, Xinyu
14
Huang, Zhuo
13
Wei, Yu
13
Antonakakis, Nikolaos
12
Asai, Manabu
12
Bahmani-Oskooee, Mohsen
12
Brooks, Robert
12
Corbet, Shaen
12
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Energy economics
5
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International review of economics & finance : IREF
1
Korea and the world economy
1
Modern economy
1
Pacific-Basin finance journal
1
The Korean economic review
1
The journal of the Korean economy
1
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ECONIS (ZBW)
17
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1
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
2
Dynamic risk spillovers from oil to stock markets : fresh evidence from
GARCH
copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
3
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:
4
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
5
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
6
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
7
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
8
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
9
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
10
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
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