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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Do, Hung Xuan"
~person:"Yin, Libo"
~subject:"Realized volatility"
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Search: subject_exact:"Estimation"
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Volatility
Realized volatility
Estimation
5
Schätzung
5
Volatilität
5
Capital income
3
Kapitaleinkommen
3
Oil market
3
Oil price
3
Welt
3
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Ölmarkt
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Ansteckungseffekt
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Australien
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Buyer-versus seller-initiated trades
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Contagion effect
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Contagion risk
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Cryptocurrency volatility
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Delta conditional value at risk (Δ)
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Devisenmarkt
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Forecasting model
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Fractionally integrated VAR
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Higher moments
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International financial market
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Internationaler Finanzmarkt
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Do, Hung Xuan
Yin, Libo
Xuan Vinh Vo
4
Brooks, Robert
3
Kang, Sang Hoon
3
Agarwalla, Sobhesh Kumar
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
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2
Ederington, Louis H.
2
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2
Fonseca, José da
2
Gupta, Rangan
2
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2
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2
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2
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2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Ma, Feng
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Shi, Yanlin
2
Todorova, Neda
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Wang, George H. K.
2
Wang, Yudong
2
Xu, Weiju
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Abakah, Emmanuel Joel Aikins
1
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1
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1
Alexeev, Vitali
1
Alexiou, Lykourgos
1
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1
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International review of economics & finance : IREF
The journal of futures markets
Applied economics
1
Australian journal of management
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Global finance journal
1
International Review of Economics & Finance
1
International review of financial analysis
1
Journal of empirical finance
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Journal of financial stability
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ECONIS (ZBW)
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1
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
2
Understanding cryptocurrency volatility : the role of oil market shocks
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 233-253
Persistent link: https://www.econbiz.de/10012671902
Saved in:
3
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
4
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
5
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
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