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subject:"Kapitaleinkommen"
~person:"Kang, Sang Hoon"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
27
ARCH-Modell
27
Volatility
22
Volatilität
22
Aktienmarkt
15
Stock market
15
Spillover effect
14
Spillover-Effekt
14
Börsenkurs
8
Share price
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Capital income
6
Estimation
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Oil price
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Schätzung
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South Korea
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Südkorea
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Ölpreis
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Financial crisis
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Finanzkrise
5
Hedging
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Portfolio selection
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Portfolio-Management
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Risikomaß
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Risk measure
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Virtual currency
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Virtuelle Währung
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Welt
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World
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BRICS countries
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BRICS-Staaten
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USA
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United States
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Bitcoin
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English
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Kang, Sang Hoon
Gupta, Rangan
30
Engle, Robert F.
19
Kumar, Dilip
18
McAleer, Michael
18
Ma, Feng
17
Bouri, Elie
16
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Paolella, Marc S.
13
Bauwens, Luc
12
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Brooks, Robert
10
Haas, Markus
10
Zhang, Yaojie
10
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Tiwari, Aviral Kumar
9
Wolf, Michael
9
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Hansen, Peter Reinhard
8
Li, Yan
8
Liang, Chao
8
Mittnik, Stefan
8
Prokopczuk, Marcel
8
Rodriguez, Gabriel
8
Wang, Yudong
8
Zhu, Jie
8
Hoogerheide, Lennart F.
7
Jondeau, Eric
7
Lucas, André
7
McMillan, David G.
7
Molnár, Peter
7
Nguyen, Duc Binh Benno
7
Nonejad, Nima
7
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The North American journal of economics and finance : a journal of financial economics studies
3
Korea and the world economy
2
Global finance journal
1
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ECONIS (ZBW)
6
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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:
2
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:
3
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:
4
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
5
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
6
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
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