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~subject:"Time series analysis"
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Time series analysis
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Mensi, Walid
11
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7
Hammoudeh, Shawkat
2
Tiwari, Aviral Kumar
2
Ur Rehman, Mobeen
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Vo Xuan Vinh
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Areola Hernandez, Jose
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Beljid, Makram
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Energy economics
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3
International review of economics & finance : IREF
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2
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
A skewed student-t value-at-risk approach for long memory volatility processes in Japanese financial markets
Yoon, Seong-min
;
Kang, Sang-hoon
- In:
Dae oe gyeong je yeon gu
11
(
2007
)
1
,
pp. 211-241
Persistent link: https://www.econbiz.de/10003626252
Saved in:
10
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcements
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
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