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~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Economics / Journal articles : the open-access, open-assessment journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~person:"Beverly, Josh"
~person:"Bierbaumer, Daniel"
~person:"Cho, Dooyeon"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~type:"article"
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Volatility
6
Volatilität
6
ARCH model
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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Beverly, Josh
Bierbaumer, Daniel
Cho, Dooyeon
Hammoudeh, Shawkat
McMillan, David G.
Bouri, Elie
7
Gupta, Rangan
7
Roubaud, David
7
Tiwari, Aviral Kumar
7
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6
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5
Lucey, Brian M.
5
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5
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5
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4
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4
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4
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Liang, Chao
4
Lu, Xinjie
4
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4
Lyócsa, Štefan
4
Shahzad, Syed Jawad Hussain
4
Sun, Xiaolei
4
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3
Al-Yahyaee, Khamis Hamed
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3
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Wei, Guiwu
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Wen, Fenghua
3
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3
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3
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3
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Economics / Journal articles : the open-access, open-assessment journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
Energy economics
17
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10
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6
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ECONIS (ZBW)
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
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:
5
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
6
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
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