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subject:"Schock"
subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Kang, Sang Hoon"
~subject:"EU-Staaten"
~subject:"Welt"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
EU-Staaten
Welt
Estimation
46
Schätzung
46
Volatility
30
Spillover effect
22
Spillover-Effekt
22
Aktienmarkt
13
Capital income
13
Kapitaleinkommen
13
Stock market
13
Börsenkurs
12
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12
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11
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10
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10
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9
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9
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7
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7
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7
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7
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6
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6
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6
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5
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5
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5
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5
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5
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4
Coronavirus
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3
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35
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35
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9
Working Paper
9
Graue Literatur
8
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8
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English
35
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Andersen, Torben
Kang, Sang Hoon
Gupta, Rangan
87
Bahmani-Oskooee, Mohsen
47
Belke, Ansgar
35
Caporale, Guglielmo Maria
32
Apergēs, Nikolaos
31
Ma, Feng
30
Wohar, Mark E.
30
Gil-Alaña, Luis A.
29
Xuan Vinh Vo
29
Bouri, Elie
28
Pierdzioch, Christian
28
Lee, Chien-chiang
27
Tiwari, Aviral Kumar
27
Balcilar, Mehmet
26
Hammoudeh, Shawkat
26
McAleer, Michael
26
Todorov, Viktor
25
Zaremba, Adam
25
Mensi, Walid
24
Bollerslev, Tim
23
Herwartz, Helmut
23
Schneider, Friedrich
22
MacDonald, Ronald
21
Kumar, Dilip
20
Sosvilla-Rivero, Simón
20
Buch, Claudia M.
19
Zhu, Huiming
19
Rashid, Abdul
18
Shahbaz, Muhammad
18
Wang, Yudong
18
Narayan, Paresh Kumar
17
Ji, Qiang
16
Pradhan, Rudra Prakash
16
Salisu, Afees A.
16
Yoon, Seong-min
16
Afonso, António
15
Asai, Manabu
15
Brooks, Robert
15
Chiang, Thomas C.
15
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The North American journal of economics and finance : a journal of financial economics studies
7
Journal of econometrics
4
International review of economics & finance : IREF
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The quarterly review of economics and finance
2
Applied economics
1
Borsa Istanbul Review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
International economic review
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in international business and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The Korean economic review
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
35
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21
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
22
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
23
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
24
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
Saved in:
25
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
26
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
27
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
28
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
29
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
30
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
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