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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Korea and the world economy"
~language:"eng"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Volatility"
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Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
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4
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4
Aktienmarkt
3
Capital income
3
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3
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3
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Ma, Feng
Sadorsky, Perry A.
Yin, Libo
Yoon, Seong-min
Ryu, Doojin
5
Christiansen, Charlotte
4
Frijns, Bart
4
Kang, Sang Hoon
4
Karanasos, Menelaos
3
Wang, Yudong
3
Wu, Chongfeng
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Baillie, Richard
2
Baklaci, Hasan F.
2
Bali, Turan G.
2
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2
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2
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2
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2
Fałdziński, Marcin
2
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2
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2
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2
Ho, Kin-Yip
2
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Indriawan, Ivan
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Jiang, George J.
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2
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2
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2
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2
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of empirical finance
Korea and the world economy
Energy economics
41
International review of financial analysis
14
Applied economics
13
International review of economics & finance : IREF
12
Economic modelling
10
Finance research letters
8
International journal of finance & economics : IJFE
8
Journal of forecasting
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Economics letters
3
International journal of forecasting
3
The Korean economic review
3
Australian economic papers
2
China finance review international
2
Dae oe gyeong je yeon gu
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of futures markets
2
The journal of the Korean economy
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied financial economics
1
Department of Economics working paper series
1
Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
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International money and finance
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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Journal of management science and engineering
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Review of financial economics : RFE
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ECONIS (ZBW)
7
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1
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:
2
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
3
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
4
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
5
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
6
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
7
Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
12
(
2011
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10009754257
Saved in:
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