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~subject:"Time series analysis"
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Time series analysis
Volatility
105
Volatilität
103
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101
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100
Aktienmarkt
88
Stock market
88
Welt
66
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66
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Yoon, Seong-min
12
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8
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7
Al-Yahyaee, Khamis Hamed
4
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Hanif, Waqas
2
Jiang, Zhuhua
2
Ur Rehman, Mobeen
2
Vo Xuan Vinh
2
Ahmad, Nasir
1
Al Janabi, Mazin A. M.
1
Areola Hernandez, Jose
1
Bekiros, Stelios
1
Hkiri, Besma
1
Kang, Sang-hoon
1
Kumar, Anoop S.
1
Lee, Yun Jung
1
McIver, Ron
1
Nasreen, Samia
1
Nguyen, Duc Khuong
1
Sadorsky, Perry A.
1
Sensoy, Ahmet
1
Shahzad, Syed Jawad Hussain
1
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1
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Energy economics
3
Finance research letters
3
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Dae oe gyeong je yeon gu
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International Journal of Financial Studies : open access journal
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1
The journal of asset management
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ECONIS (ZBW)
18
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1
Non-periodic cycles and long memory property in the Korean stock market
Yoon, Seong-min
;
Kang, Sang Hoon
- In:
The journal of the Korean economy
9
(
2008
)
3
,
pp. 403-424
Persistent link: https://www.econbiz.de/10009776751
Saved in:
2
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:
3
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:
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
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
6
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
7
Asymmetric multifractality and dynamic efficiency in DeFi markets
Mensi, Walid
;
Kumar, Anoop S.
;
Vo Xuan Vinh
;
Kang, Sang Hoon
- In:
Journal of economics and finance : JEF
48
(
2024
)
2
,
pp. 280-297
Persistent link: https://www.econbiz.de/10015097310
Saved in:
8
The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen
;
Kang, Sang Hoon
;
Ahmad, Nasir
;
Vo …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
Saved in:
9
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:
10
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Al Janabi, Mazin A. M.
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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