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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Hernandez, Jose Arreola"
~person:"Zhu, Huiming"
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Volatilität
Estimation
12
Schätzung
12
China
7
Volatility
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Oil price
5
Regression analysis
5
Regressionsanalyse
5
Ölpreis
5
Welt
4
World
4
Aktienmarkt
3
Börsenkurs
3
Capital income
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Economic policy
3
Kapitaleinkommen
3
Share price
3
Spillover effect
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Spillover-Effekt
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Stock market
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Wirtschaftspolitik
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Commodity derivative
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Economic policy uncertainty
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Erdöl
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Structural break
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Strukturbruch
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crude oil
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Hernandez, Jose Arreola
Zhu, Huiming
Caporale, Guglielmo Maria
9
Cheung, Yin-Wong
4
Fujii, Eiji
4
Ma, Feng
4
Pesaran, M. Hashem
4
Allen, David E.
3
Buch, Claudia M.
3
Gil-Alaña, Luis A.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
McAleer, Michael
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Spagnolo, Nicola
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Umar, Zaghum
3
Yoon, Seong-min
3
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3
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2
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Freyberger, Joachim
2
Hossain, Akhand Akhtar
2
Kim, Jong-Min
2
Kočenda, Evžen
2
Liang, Chao
2
Ma, Jun
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Neuhierl, Andreas
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Nguyen, Duc Khuong
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Rault, Christophe
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Ren, Ying-hua
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Soave, Gian Paulo
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Weber, Michael
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Wei, Yu
2
Wen, Fenghua
2
Wong, Wing Keung
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You, Wan-hai
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Applied economics
CESifo working papers
Journal of risk and financial management : JRFM
The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
2
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Finance research letters
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
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
Saved in:
6
An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
Saved in:
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