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~person:"Yoon, Seong-min"
~subject:"Volatility"
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Search: subject:"GARCH"
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Volatility
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24
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22
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11
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11
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10
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10
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Yoon, Seong-min
McAleer, Michael
133
Gupta, Rangan
66
Chang, Chia-Lin
64
Ma, Feng
61
Caporale, Guglielmo Maria
53
Bouri, Elie
42
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37
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32
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31
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29
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27
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26
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25
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25
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24
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23
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23
Liang, Chao
23
Serletis, Apostolos
23
Silvennoinen, Annastiina
23
Wang, Yudong
23
Wei, Yu
23
Bollerslev, Tim
22
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22
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22
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22
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22
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21
Hammoudeh, Shawkat
21
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20
Salisu, Afees A.
20
Wu, Xinyu
20
Molnár, Peter
19
Diebold, Francis X.
18
Hamori, Shigeyuki
18
Koopman, Siem Jan
18
Malik, Farooq
18
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8
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2
Korea and the world economy
2
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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
International money and finance
1
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ECONIS (ZBW)
22
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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
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:
3
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah
;
Hernandez, Jose Arreola
; …
- In:
Applied economics
52
(
2020
)
39
,
pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
Saved in:
10
The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong
;
Yoon, Seong-min
- In:
International money and finance
,
(pp. 115-126)
.
2016
Persistent link: https://www.econbiz.de/10011523576
Saved in:
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