//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Börsenkurs"
~subject:"Schätzung"
~person:"Yoon, Seong-min"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GARCH"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
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
Exchange rate
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Multivariate Verteilung
3
Multivariate distribution
3
OPEC countries
3
OPEC-Staaten
3
Prognoseverfahren
3
Risikomaß
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Yoon, Seong-min
McAleer, Michael
60
Gupta, Rangan
48
Ma, Feng
33
Chang, Chia-Lin
28
Bouri, Elie
25
Herwartz, Helmut
22
Kumar, Dilip
22
Bauwens, Luc
20
Conrad, Christian
20
Caporale, Guglielmo Maria
18
Paolella, Marc S.
18
Koopman, Siem Jan
17
Mittnik, Stefan
17
Tiwari, Aviral Kumar
17
Engle, Robert F.
16
Karanasos, Menelaos
16
Zhang, Yaojie
16
Chiang, Thomas C.
15
Jawadi, Fredj
15
Silvennoinen, Annastiina
15
Allen, David E.
14
Floros, Christos
14
Teräsvirta, Timo
14
Huang, Zhuo
13
Molnár, Peter
13
Wei, Yu
13
Wu, Xinyu
13
Antonakakis, Nikolaos
12
Brooks, Robert
12
Corbet, Shaen
12
Balcilar, Mehmet
11
Caporin, Massimiliano
11
Demirer, Rıza
11
Haas, Markus
11
Hafner, Christian M.
11
Kang, Sang Hoon
11
Malik, Farooq
11
Miller, Stephen M.
11
Nonejad, Nima
11
more ...
less ...
Published in...
All
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->