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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:"Jiang, Cuixia"
~subject:"Estimation"
~subject:"Long-memory"
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Kapitaleinkommen
Estimation
Long-memory
Schätzung
5
Risikomaß
3
Risk measure
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Hedging
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Virtual currency
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Virtuelle Währung
2
Volatility
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Volatilität
2
Anleihe
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Arbeitszeit
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Bankrisiko
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Bond
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COVID-19
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China
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Commodity derivative
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Coronavirus
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Crude oil futures
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Cryptocurrencies
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Cryptocurrency
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Dynamic conditional correlations
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EU countries
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EU-Staaten
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Efficient market hypothesis
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Al-Yahyaee, Khamis Hamed
Jiang, Cuixia
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
Chang, Chia-Lin
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, 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
Economic modelling
3
Economic systems
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Global finance journal
1
Indian journal of economics & business : IJEB
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Pacific-Basin finance journal
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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
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
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
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
5
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
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