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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Chang, Chia-Lin"
~subject:"Estimation"
~subject:"Long-memory"
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Kapitaleinkommen
Estimation
Long-memory
Schätzung
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Hedging
3
Capital income
2
Commodity derivative
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Rohstoffderivat
2
Spillover effect
2
Spillover-Effekt
2
Virtual currency
2
Virtuelle Währung
2
Ölpreis
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Anleihe
1
Arbeitszeit
1
Bond
1
Bond market
1
Börsenkurs
1
COVID-19
1
Conditional correlations
1
Coronavirus
1
Correlation
1
Crude oil futures
1
Crude oil prices
1
Cryptocurrencies
1
Cryptocurrency
1
Derivat
1
Derivative
1
Dynamic conditional correlations
1
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Al-Yahyaee, Khamis Hamed
Chang, Chia-Lin
Gupta, Rangan
12
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
Jung, Hojin
2
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
19
Working paper
14
Discussion paper / Tinbergen Institute
5
International review of economics & finance : IREF
3
Applied economics
1
Economic systems
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Financial innovation : FIN
1
Indian journal of economics & business : IJEB
1
International journal of forecasting
1
Nouvelle série
1
Pacific-Basin finance journal
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
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
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:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
5
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
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