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~isPartOf:"Applied financial economics"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore"
~isPartOf:"The South African journal of economics"
~language:"eng"
~person:"Antonakakis, Nikolaos"
~person:"Chang, Tsangyao"
~person:"Dong, Chang-Rui"
~person:"Hamori, Shigeyuki"
~person:"Lee, Chien-chiang"
~person:"Nitsan, Shemuʾel"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation
Volatilität
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16
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16
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8
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8
ARCH model
7
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Article in journal
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Antonakakis, Nikolaos
Chang, Tsangyao
Dong, Chang-Rui
Hamori, Shigeyuki
Lee, Chien-chiang
Nitsan, Shemuʾel
Gupta, Rangan
17
Kang, Sang Hoon
12
Mensi, Walid
11
McMillan, David G.
10
McAleer, Michael
9
Xuan Vinh Vo
9
Zhu, Huiming
9
Wohar, Mark E.
8
Gil-Alaña, Luis A.
7
Hammoudeh, Shawkat
7
Lien, Da-hsiang Donald
7
Ur Rehman, Mobeen
7
Balcilar, Mehmet
6
Brooks, Robert
6
Chen, Mei-Ping
6
Dai, Zhifeng
6
Hau, Liya
6
Pierdzioch, Christian
6
Ryu, Doojin
6
Yoon, Seong-min
6
Zhuang, Xintian
6
Allen, David E.
5
Asai, Manabu
5
Beckmann, Joscha
5
Faff, Robert W.
5
Madura, Jeff
5
Salisu, Afees A.
5
Speight, Alan E. H.
5
Al-Yahyaee, Khamis Hamed
4
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4
Becchetti, Leonardo
4
Chang, Chia-Lin
4
Chatrath, Arjun
4
Chelley-Steeley, Patricia L.
4
Cho, Hoon
4
Coakley, Jerry
4
Fountas, Stilianos
4
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Applied financial economics
EUI working paper / ECO
The North American journal of economics and finance : a journal of financial economics studies
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
The South African journal of economics
Applied economics letters
43
Applied economics
15
Economic modelling
14
Energy economics
11
The empirical economics letters : a monthly international journal of economics
11
International review of economics & finance : IREF
8
International review of financial analysis
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Japan and the world economy : international journal of theory and policy
7
Research in international business and finance
7
International journal of economics
5
Economic systems
4
International journal of finance & economics : IJFE
4
Journal of international financial markets, institutions & money
4
Economics letters
3
Iranian economic review : journal of University of Tehran
3
Journal of economics and finance
3
Journal of international money and finance
3
Defence and peace economics
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of financial research
2
International journal of strategic property management
2
Journal of Asian economics
2
Journal of applied economics
2
Journal of forecasting
2
Kobe University economic review
2
Pacific-Basin finance journal
2
Romanian journal of economic forecasting
2
The Indian journal of economics
2
The North American journal of economics and finance : a journal of theory and practice
2
The journal of international trade & economic development
2
Annals of financial economics
1
Applied economics quarterly
1
Asian economic and political issues
1
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ECONIS (ZBW)
21
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1
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
2
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
Saved in:
3
The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Huang, Chun-Chie
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
Saved in:
4
Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012664672
Saved in:
5
Human capital and energy : a driver or drag for economic growth
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
3
,
pp. 683-714
Persistent link: https://www.econbiz.de/10012509215
Saved in:
6
Financial crises, globalization, and insurer performance : some international evidence
Chen, Pei-Fen
;
Lin, Chun-Wei
;
Lee, Chien-chiang
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 835-856
Persistent link: https://www.econbiz.de/10012120346
Saved in:
7
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
8
Investor sentiment and country exchange traded funds : does economic freedom matter?
Chen, Mei-Ping
;
Lee, Chien-chiang
;
Hsu, Yi-Chung
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 285-299
Persistent link: https://www.econbiz.de/10011938121
Saved in:
9
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
10
Are real GDP levels stationary in African countries?
Ying, Zheng
;
Dong, Chang-Rui
;
Chang, Hsu-Ling
;
Su, Chi-Wei
- In:
The South African journal of economics
82
(
2014
)
3
,
pp. 392-401
Persistent link: https://www.econbiz.de/10010502187
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