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FORECASTING LONG-MEMORY VOLATI...
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Estimation
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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Kang, Sang Hoon
24
Yoon, Seong-min
23
Mensi, Walid
16
Vo Xuan Vinh
10
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4
Alshater, Muneer Maher
4
Cho, Sung-jin
4
Hernandez, Jose Arreola
4
Hammoudeh, Shawkat
3
Hanif, Waqas
3
Ko, Hee-Un
3
Sadorsky, Perry A.
3
Tian, Maoxi
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Dong, Xiyong
2
Gemici, Eray
2
Jena, Sangram Keshari
2
Li, Changhong
2
Maitra, Debasish
2
Nekhili, Ramzi
2
Abakah, Emmanuel Joel Aikins
1
Ahmad, Nasir
1
Ahmed, Ali M.
1
Aikins Abakah, Emmanuel Joel
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1
Alomari, Mohammed
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
5
Applied economics
4
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
Australian economic papers
1
Borsa Istanbul Review
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
International journal of emerging markets
1
Journal of applied econometrics
1
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1
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Korea and the world economy
1
Kyǒng-che-non-chip
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Seoul journal of economics
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ECONIS (ZBW)
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1
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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2
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:
3
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
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
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
6
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
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7
FDI, income, and environmental pollution in Latin America : replication and extension using panel quantiles regression analysis
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
;
Yoon, …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183267
Saved in:
8
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:
9
An empirical model of mainframe computer investment
Cho, Sung-jin
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10008936931
Saved in:
10
Decomposing G7 business cycle
Cho, Sung-jin
;
Kim, Jangryoul
- In:
Kyǒng-che-non-chip
50
(
2011
)
2
,
pp. 121-136
Persistent link: https://www.econbiz.de/10009269316
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