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~accessRights:"restricted"
~person:"Kang, Sang Hoon"
~person:"McMillan, David G."
~subject:"Börsenkurs"
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Börsenkurs
Correlation
14
Korrelation
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Aktienmarkt
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Share price
6
ARCH model
5
ARCH-Modell
5
Capital income
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Risikomaß
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Schätzung
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BRICS countries
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State space model
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Time series analysis
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Welt
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Kang, Sang Hoon
McMillan, David G.
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
Bouri, Elie
3
De Nard, Gianluca
3
Engle, Robert F.
3
Fang, Libing
3
Ferreira, Paulo
3
Heinlein, Reinhold
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Ledoit, Olivier
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Lee, Hyunchul
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Legrenzi, Gabriella
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Mahadeo, Scott M. R.
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Wolf, Michael
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Yu, Honghai
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Antonakakis, Nikolaos
2
Asgharian, Hossein
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Bauwens, Luc
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Božović, Miloš
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Broman, Markus S.
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Buccheri, Giuseppe
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Chkili, Walid
2
Christiansen, Charlotte
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Chung, Y. Peter
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Demirer, Rıza
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Demirovic, Amer
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Edmans, Alex
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El Boukfaoui, My Youssef
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Fałdziński, Marcin
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Ferrer, Román
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Gribisch, Bastian
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Hammoudeh, Shawkat
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Hou, Ai Jun
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Inaba, Kei-Ichiro
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Jammazi, Rania
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Jawadi, Fredj
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The journal of asset management
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International journal of monetary economics and finance : IJMEF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G.
- In:
International journal of monetary economics and finance …
13
(
2020
)
5
,
pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
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2
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
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3
A truly market-value weighted commodity index
Ludwig, Michael
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011704229
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4
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
5
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:
6
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
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