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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Herwartz, Helmut"
~person:"Kumar, Dilip"
~person:"Yoon, Seong-min"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Estimation
97
Schätzung
97
Volatilität
40
ARCH model
34
ARCH-Modell
34
Capital income
25
Kapitaleinkommen
25
Aktienmarkt
21
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21
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19
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19
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16
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14
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14
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13
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13
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EU countries
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48
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Übersichtsarbeit
Aufsatz in Zeitschrift
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48
Graue Literatur
18
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18
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17
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17
Aufsatz im Buch
3
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47
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1
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Herwartz, Helmut
Kumar, Dilip
Yoon, Seong-min
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Pierdzioch, Christian
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Wohar, Mark E.
21
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Kang, Sang Hoon
18
Mensi, Walid
18
Sosvilla-Rivero, Simón
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Chevallier, Julien
12
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
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Applied economics
4
Energy economics
4
Theoretical economics letters
3
American journal of finance and accounting
2
Australian economic papers
2
Decision
2
Economic modelling
2
IIMB management review
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Macroeconomic dynamics
2
The journal of prediction markets
2
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European review of agricultural economics
1
International journal of forecasting
1
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1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of applied economics
1
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1
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1
Journal of international money and finance
1
Journal of quantitative economics
1
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1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
Studies in economics and finance
1
The Korean economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
48
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1
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10
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48
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
3
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
4
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
5
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
6
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
7
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
8
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:
9
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
10
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
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