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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Lahrèche-Révil, Amina"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Yoon, Seong-min"
~subject:"Immobilienpreis"
~subject:"Taiwan"
~subject:"Volatilität"
~subject:"Welt"
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Schätzung
Immobilienpreis
Taiwan
Volatilität
Welt
Estimation
16
Capital income
7
Kapitaleinkommen
7
Portfolio selection
6
Portfolio-Management
6
Volatility
6
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Regression analysis
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Regressionsanalyse
5
Stock market
5
Börsenkurs
4
Share price
4
Theorie
4
Theory
4
Hedging
3
Multivariate Verteilung
3
Multivariate distribution
3
Oil price
3
Spillover effect
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Spillover-Effekt
3
Ölpreis
3
Causality analysis
2
Commodity derivative
2
Correlation
2
Financial crisis
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Finanzkrise
2
Global economic factor
2
Investment Fund
2
Investmentfonds
2
Kausalanalyse
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Korrelation
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Portfolio management
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Quantile regression
2
Risikomaß
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Risk measure
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Rohstoffderivat
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Chang, Chia-Lin
Lahrèche-Révil, Amina
Uddin, Mohammed Gazi Salah
Yoon, Seong-min
Gupta, Rangan
15
Wang, Yudong
11
Zhu, Huiming
11
Kang, Sang Hoon
10
Lee, Chien-chiang
10
Salisu, Afees A.
9
Shahbaz, Muhammad
9
Apergēs, Nikolaos
8
Hammoudeh, Shawkat
8
Ma, Feng
8
Smyth, Russell
8
Tiwari, Aviral Kumar
8
Liddle, Brantley
7
Liu, Li
7
Mensi, Walid
7
Nonejad, Nima
7
Chen, Shyh-Wei
6
Hau, Liya
6
Ji, Qiang
6
Pierdzioch, Christian
6
Balcilar, Mehmet
5
Bouri, Elie
5
Chang, Chun Ping
5
Dai, Zhifeng
5
Ghoddusi, Hamed
5
Jiang, Cuixia
5
Ren, Xiaohang
5
Wei, Yu
5
Wohar, Mark E.
5
Xu, Qifa
5
Zaremba, Adam
5
Zhang, Xibin
5
Zhang, Yaojie
5
Arčabić, Vladimir
4
Chen, Mei-Ping
4
Gozgor, Giray
4
Narayan, Seema
4
Panagiōtidēs, Theodōros
4
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Jahrbücher für Nationalökonomie und Statistik
Economic modelling
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Applied economics
7
Asian economic papers
3
Finance research letters
2
International review of economics & finance : IREF
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Australian economic papers
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
Journal of financial stability
1
Journal of multinational financial management
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Pacific-Basin finance journal
1
Review of international economics
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ECONIS (ZBW)
16
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1
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
2
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
3
The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Makkonen, Adam
;
Vallström, Daniel
;
Uddin, Mohammed …
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990253
Saved in:
4
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
5
Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
6
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:
7
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
Saved in:
8
What global economic factors drive emerging Asian stock market returns? : evidence from a dynamic model averaging approach
Dong, Xiyong
;
Yoon, Seong-min
- In:
Economic modelling
77
(
2019
),
pp. 204-215
Persistent link: https://www.econbiz.de/10012198474
Saved in:
9
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:
10
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
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