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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"International journal of emerging markets"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Mensi, Walid"
~subject:"ARCH-Modell"
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Kapitaleinkommen
ARCH-Modell
Estimation
7
Schätzung
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5
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5
Volatility
5
Volatilität
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Aktienmarkt
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Mensi, Walid
Todorov, Viktor
8
Gupta, Rangan
7
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Xiu, Dacheng
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Kang, Sang Hoon
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Kim, Donggyu
3
McAleer, Michael
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Xuan Vinh Vo
3
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3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Cho, Hoon
2
Fan, Jianqing
2
Hamori, Shigeyuki
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Jung, Hojin
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Li, Yingying
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Meddahi, Nour
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International journal of emerging markets
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Australian economic papers
1
Energy economics
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
2
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:
3
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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