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ARCH model
Volatility
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Nguyen, Duc Khuong
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ECONIS (ZBW)
21
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1
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
Saved in:
2
Understanding return and volatility spillovers among major agricultural commodities
Lahiani, Amine
;
Nguyen, Duc Khuong
;
Vo, Thierry
- In:
The journal of applied business research
29
(
2013
)
6
,
pp. 1781-1790
Persistent link: https://www.econbiz.de/10010229476
Saved in:
3
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
4
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
5
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
6
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
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
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
9
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility
Nguyen, Duc Khuong
;
Bellalah, Mondher
- In:
Review of accounting & finance
7
(
2008
)
4
,
pp. 396-411
Persistent link: https://www.econbiz.de/10003799140
Saved in:
10
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2010
)
1/2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003941455
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