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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~person:"Kang, Sang Hoon"
~subject:"Volatilität"
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Börsenkurs
Financial analysis
Volatilität
Estimation
2
Hedging
2
Schätzung
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
BRICS countries
1
BRICS stock markets
1
BRICS-Staaten
1
Correlation
1
Currencies
1
Devisenmarkt
1
Edelmetall
1
Foreign exchange market
1
Korrelation
1
Network interconnectedness
1
Precious metal
1
Precious metals futures
1
Share price
1
Spillover effect
1
Spillover-Effekt
1
Spillovers
1
Stock market
1
Structural break
1
Strukturbruch
1
Time series analysis
1
Welt
1
World
1
Zeitreihenanalyse
1
multivariate DCC-FIAPARCH model
1
structural breaks
1
time-varying hedge ratios
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volatility
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Kang, Sang Hoon
Ma, Feng
5
Caporale, Guglielmo Maria
4
Ali, Faek Menla
3
Bouri, Elie
3
Coakley, Jerry
3
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Hammoudeh, Shawkat
3
Jiang, Fuwei
3
Pierdzioch, Christian
3
Sensoy, Ahmet
3
Xuan Vinh Vo
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Arshanapalli, Bala Gangadhar
2
Bevilacqua, Mattia
2
Bilgin, Mehmet Huseyin
2
Brooks, Chris
2
Chen, Jian
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Cummins, Mark
2
Darné, Olivier
2
Dowling, Michael
2
Döpke, Jörg
2
Ellington, Michael
2
Floros, Christos
2
Gabauer, David
2
Ge̜bka, Bartosz
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Huang, Yisu
2
Hudson, Robert
2
In, Francis Haeuck
2
Kim, Jae H.
2
Lau, Chi Keung
2
Lee, Hsiang-Tai
2
Liu, Jia
2
Moosa, Imad A.
2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International review of financial analysis
Journal of international money and finance
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
2
Applied economics
1
Borsa Istanbul Review
1
Energy economics
1
International journal of emerging markets
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The Korean economic review
1
The quarterly review of economics and finance
1
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ECONIS (ZBW)
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Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
2
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
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