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subject:"Kapitaleinkommen"
~person:"Kang, Sang Hoon"
~person:"Tiwari, Aviral Kumar"
~subject:"Portfolio selection"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Portfolio selection
ARCH model
53
ARCH-Modell
53
Volatility
42
Volatilität
42
Aktienmarkt
22
Stock market
22
Börsenkurs
19
Share price
19
Spillover effect
19
Spillover-Effekt
19
Estimation
16
Schätzung
16
Capital income
15
Oil price
10
Portfolio-Management
10
Risikomaß
10
Risk measure
10
Ölpreis
10
Correlation
9
Korrelation
9
USA
9
United States
9
Virtual currency
9
Virtuelle Währung
9
Welt
9
World
9
GARCH
7
Hedging
7
Bitcoin
6
Risiko
6
Risk
6
South Korea
6
Südkorea
6
Aktienindex
5
Financial crisis
5
Finanzkrise
5
Forecasting model
5
Multivariate Verteilung
5
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21
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21
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1
Graue Literatur
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Non-commercial literature
1
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English
22
Author
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Kang, Sang Hoon
Tiwari, Aviral Kumar
Gupta, Rangan
32
McAleer, Michael
24
Engle, Robert F.
20
Bouri, Elie
19
Kumar, Dilip
18
Ma, Feng
18
Chang, Chia-Lin
17
Paolella, Marc S.
17
Bauwens, Luc
15
Bollerslev, Tim
15
Chiang, Thomas C.
14
Ledoit, Olivier
13
Wolf, Michael
12
Zhang, Yaojie
12
Christoffersen, Peter F.
11
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Brooks, Robert
10
Chevallier, Julien
10
Diebold, Francis X.
10
Haas, Markus
10
Mensi, Walid
10
Ardia, David
9
Hammoudeh, Shawkat
9
Huang, Zhuo
9
Koopman, Siem Jan
9
Mansur, Iqbal
9
Nguyen, Duc Khuong
9
Wang, Yudong
9
Aboura, Sofiane
8
Andersen, Torben
8
Bohl, Martin T.
8
Degiannakis, Stavros
8
Hansen, Peter Reinhard
8
Jondeau, Eric
8
Li, Yan
8
Liang, Chao
8
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The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
3
Finance research letters
2
Korea and the world economy
2
Applied economics
1
ERF working papers series
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
1
Theoretical economics letters
1
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ECONIS (ZBW)
22
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1
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
3
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
4
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
5
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
6
Asymmetric volatility connectedness between Islamic stock and commodity markets
Suleman, Muhammad Tahir
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012887176
Saved in:
7
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
8
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:
9
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
10
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
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