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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~person:"Wen, Fenghua"
~person:"Zhu, Huiming"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Volatilität
United Kingdom
Estimation
10
Schätzung
10
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6
Oil price
5
Volatility
5
Ölpreis
5
Regression analysis
4
Regressionsanalyse
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ARCH model
3
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stock returns
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Wen, Fenghua
Zhu, Huiming
Ma, Feng
4
Gupta, Rangan
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Goutte, Stéphane
2
Gubareva, Mariya
2
Hernandez, Jose Arreola
2
Kim, Jong-Min
2
Liang, Chao
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
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2
Wei, Yu
2
Xuan Vinh Vo
2
Zhang, Bing
2
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1
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1
Allen, David E.
1
Arespa, Marta
1
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1
Bagirov, Miramir
1
Bagnarosa, Guillaume
1
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1
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1
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1
Bojnec, Štefan
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1
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
4
Emerging markets, finance and trade : EMFT
1
Finance research letters
1
International journal of finance & economics : IJFE
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
5
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1
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
2
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
3
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
4
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
5
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
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