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~person:"Yoon, Seong-min"
~subject:"Börsenkurs"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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24
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11
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Yoon, Seong-min
Gupta, Rangan
26
Ma, Feng
24
McAleer, Michael
23
Bouri, Elie
14
Molnár, Peter
13
Zhang, Yaojie
13
Chiang, Thomas C.
12
Bauwens, Luc
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Engle, Robert F.
11
Tiwari, Aviral Kumar
11
Mittnik, Stefan
10
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9
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8
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8
Kang, Sang Hoon
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Koopman, Siem Jan
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Maheswaran, S.
8
Paolella, Marc S.
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Brzeszczyński, Janusz
7
Demirer, Rıza
7
Floros, Christos
7
Giot, Pierre
7
Hammoudeh, Shawkat
7
Herwartz, Helmut
7
Li, Yan
7
Teräsvirta, Timo
7
Wang, Yudong
7
Wei, Yu
7
Wu, Xinyu
7
Balcilar, Mehmet
6
Bohl, Martin T.
6
Filis, George
6
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Korea and the world economy
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Modern economy
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The Korean economic review
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The North American journal of economics and finance : a journal of financial economics studies
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1
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:
2
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:
3
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:
4
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:
5
The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong
;
Yoon, Seong-min
- In:
Modern economy
6
(
2015
)
5
,
pp. 535-543
Persistent link: https://www.econbiz.de/10011384465
Saved in:
6
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:
7
The global financial crisis and the integration of emerging stock markets in Asia
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Dae oe gyeong je yeon gu
15
(
2011
)
4
,
pp. 49-73
Persistent link: https://www.econbiz.de/10009426743
Saved in:
8
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
9
Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10009772044
Saved in:
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