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FORECASTING LONG-MEMORY VOLATI...
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ARCH model
Volatility
104
Volatilität
102
Spillover effect
95
Spillover-Effekt
94
Aktienmarkt
85
Stock market
85
Welt
59
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59
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55
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55
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53
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46
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31
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48
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53
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Kang, Sang Hoon
39
Yoon, Seong-min
27
Mensi, Walid
21
Vo Xuan Vinh
10
Hammoudeh, Shawkat
7
McIver, Ron
6
Al-Yahyaee, Khamis Hamed
5
Choi, Ki-hong
4
Alshater, Muneer Maher
3
Hernandez, Jose Arreola
3
Tian, Maoxi
3
Uddin, Mohammed Gazi Salah
3
Al Kharusi, Sami
2
Al-Jarrah, Idries Mohammad Wanas
2
Bouri, Elie
2
Dong, Xiyong
2
Hanif, Waqas
2
Ko, Hee-Un
2
Li, Changhong
2
Nekhili, Ramzi
2
Nguyen, Duc Khuong
2
Sadorsky, Perry A.
2
Shahzad, Syed Jawad Hussain
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Ur Rehman, Mobeen
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1
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1
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Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
4
Financial innovation : FIN
3
Pacific-Basin finance journal
3
Applied economics
2
Dae oe gyeong je yeon gu
2
Korea and the world economy
2
Modern economy
2
Research in international business and finance
2
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2
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1
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1
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1
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ECONIS (ZBW)
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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
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2
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
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3
Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
11
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009778114
Saved in:
4
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
5
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:
6
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
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7
Forecasting volatility of crude oil markets
Kang, Sang Hoon
;
Kang, Sang-mok
;
Yoon, Seong-min
- In:
Energy economics
31
(
2009
)
1
,
pp. 119-125
Persistent link: https://www.econbiz.de/10003803810
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8
Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
24
(
2008
)
2
,
pp. 383-412
Persistent link: https://www.econbiz.de/10003795500
Saved in:
9
Modeling and forecasting the volatility of Eastern European emerging markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Dae oe gyeong je yeon gu
13
(
2009
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10003866500
Saved in:
10
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
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