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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Huang, Dengshi"
~person:"Yin, Libo"
~subject:"Contagion effect"
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Search: subject_exact:"Estimation"
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Volatility
Contagion effect
Estimation
5
Schätzung
5
Volatilität
5
Oil market
4
Oil price
4
Welt
4
World
4
Ölpreis
4
Forecasting model
3
Prognoseverfahren
3
Ölmarkt
3
ARCH model
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ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
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2
Stock market
2
Ansteckungseffekt
1
Bagging
1
Business cycle
1
Categorical EPU indices
1
Contagion risk
1
Cryptocurrency volatility
1
Delta conditional value at risk (Δ)
1
Equity market
1
Forecasting
1
International financial market
1
Internationaler Finanzmarkt
1
Konjunktur
1
Macroeconomic uncertainty
1
Oil factors
1
Oil market shocks
1
Out-of-sample forecast
1
Out-of-sample test
1
Realized volatility
1
Return predictability
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Huang, Dengshi
Yin, Libo
Xuan Vinh Vo
4
Brooks, Robert
3
Agarwalla, Sobhesh Kumar
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Das, Debojyoti
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Feng, Jiabao
2
Fonseca, José da
2
Gupta, Rangan
2
Han, Liyan
2
Huang, Alex
2
Hueng, C. James
2
Kang, Sang Hoon
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
2
Wang, George H. K.
2
Wang, Yudong
2
Xu, Weiju
2
Zaatour, Riadh
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Alexiou, Lykourgos
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
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International review of economics & finance : IREF
The journal of futures markets
Applied economics
1
Applied economics letters
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Finance research letters
1
Journal of empirical finance
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
2
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
3
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:
4
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:
5
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
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