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person:"McAleer, Michael"
~person:"Drakos, Anastassios A."
~person:"Kang, Sang Hoon"
~person:"Xiong, Xiong"
~subject:"Risk management"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Risk management
Volatility
150
Volatilität
150
ARCH model
59
ARCH-Modell
59
Spillover effect
50
Spillover-Effekt
50
Börsenkurs
42
Share price
42
Estimation
41
Schätzung
41
Aktienmarkt
36
Stock market
36
Theorie
32
Theory
32
Capital income
31
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31
Stochastic process
27
Stochastischer Prozess
27
Welt
27
World
27
Portfolio selection
24
Portfolio-Management
24
Time series analysis
21
Zeitreihenanalyse
21
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19
Hedging
19
Prognoseverfahren
19
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United States
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18
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Risk measure
18
Ölpreis
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6
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6
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6
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English
14
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McAleer, Michael
Drakos, Anastassios A.
Kang, Sang Hoon
Xiong, Xiong
Kumar, Dilip
5
Hammoudeh, Shawkat
4
Wang, Gang-Jin
4
Aboura, Sofiane
3
Bouri, Elie
3
Chi, Xie
3
Corbet, Shaen
3
Gong, Xiao-Li
3
Karagozoglu, Ahmet K.
3
Karanasos, Menelaos
3
Mensi, Walid
3
Slim, Skander
3
Westgaard, Sjur
3
Al-Yahyaee, Khamis Hamed
2
Brigo, Damiano
2
Chang, Chia-Lin
2
Chen, Jiusheng
2
Christoffersen, Peter F.
2
Daníelsson, Jón
2
Degiannakis, Stavros
2
Fabozzi, Frank J.
2
Gupta, Rangan
2
Howlett, Michael
2
Jain, P. K.
2
Jimenez-Martin, Juan-Angel
2
Joëts, Marc
2
Kaeck, Andreas
2
Karmakar, Madhusudan
2
Kouretas, Georgios P.
2
Leong, Ching
2
Liu, Xi-Hua
2
Mitra, Sovan
2
Paul, Samit
2
Pelsser, Antoon André Jean
2
Pietersz, Raoul
2
Putnam, Bluford H.
2
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The North American journal of economics and finance : a journal of financial economics studies
5
International journal of finance & economics : IJFE
2
Pacific-Basin finance journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Energy economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of econometrics
1
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ECONIS (ZBW)
14
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1
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
2
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
3
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
4
Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
;
Zhang, Wei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437236
Saved in:
5
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
6
Uncertainty and IPO initial returns : evidence from the Tone Analysis of China's IPO Prospectuses
Yan, Yumeng
;
Xiong, Xiong
;
Meng, J. Ginger
;
Zou, Gaofeng
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012170579
Saved in:
7
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
9
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
10
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
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