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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The Korean economic review"
~person:"Degiannakis, Stavros"
~person:"Spagnolo, Nicola"
~person:"Yoon, Seong-min"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Volatility
8
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8
ARCH model
5
ARCH-Modell
5
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3
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3
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3
Foreign portfolio investment
3
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Degiannakis, Stavros
Spagnolo, Nicola
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Caporale, Guglielmo Maria
5
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3
Kang, Sang Hoon
3
Li, Jie
3
Sornette, Didier
3
Triantafyllou, Athanasios
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2
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of international money and finance
The Korean economic review
Energy economics
11
International review of financial analysis
6
Applied economics
5
Finance research letters
5
Economics letters
4
The energy journal
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Operational research : an international journal
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ECONIS (ZBW)
8
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date (oldest first)
1
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
2
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
3
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
4
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
5
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
6
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
26
(
2010
)
2
,
pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
Saved in:
7
Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
Saved in:
8
Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
24
(
2008
)
2
,
pp. 383-412
Persistent link: https://www.econbiz.de/10003795500
Saved in:
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