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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"The Korean economic review"
~person:"Baillie, Richard"
~person:"Degiannakis, Stavros"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Asia"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Baillie, Richard
Degiannakis, Stavros
Spagnolo, Nicola
Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
3
Caporale, Guglielmo Maria
2
Cho, Dooyeon
2
Rho, Seunghwa
2
Serletis, Apostolos
2
Xu, Libo
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1
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
The Korean economic review
Energy economics
16
Economics and finance working paper series
12
CESifo working papers
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
International review of financial analysis
7
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5
Economics letters
5
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5
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5
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4
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
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4
Bank of Greece Working Paper
3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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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
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
3
Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard
;
Han, Young Wook
- In:
The Korean economic review
35
(
2019
)
1
,
pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
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
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:
6
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:
7
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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