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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"
~person:"Al-Deehani, Talla"
~person:"Ma, Feng"
~person:"Sadorsky, Perry A."
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"China"
~subject:"Hedging"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"multivariate DCC-FIAPARCH model"
~subject:"Ölpreis"
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China
Hedging
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multivariate DCC-FIAPARCH model
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Volatility
5
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5
ARCH model
4
ARCH-Modell
4
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3
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3
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2
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Al-Deehani, Talla
Ma, Feng
Sadorsky, Perry A.
Yin, Libo
Yoon, Seong-min
Christiansen, Charlotte
3
Karanasos, Menelaos
3
Ryu, Doojin
3
Wang, Yudong
3
Wu, Chongfeng
3
Conrad, Christian
2
Frijns, Bart
2
Indriawan, Ivan
2
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2
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2
Liao, Yin
2
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2
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2
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1
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1
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1
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1
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Arouri, Mohamed
1
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Aslanidis, Nektarios
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Atilgan, Yigit
1
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1
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1
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1
Bodeutsch, Denice
1
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1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of empirical finance
Energy economics
36
Applied economics
11
International review of financial analysis
10
International review of economics & finance : IREF
9
Economic modelling
7
International journal of finance & economics : IJFE
5
International journal of forecasting
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
China finance review international
2
Finance research letters
2
Korea and the world economy
2
Pacific-Basin finance journal
2
The Korean economic review
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
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Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International money and finance
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
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Modern economy
1
Quantitative finance
1
Review of financial economics : RFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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The journal of the Korean economy
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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
Volatility spillover in regional emerging stock markets : a structural time-series approach
Al-Deehani, Talla
;
Moosa, Imad A.
- In:
Emerging markets finance & trade : a journal of the …
42
(
2006
)
4
,
pp. 78-89
Persistent link: https://www.econbiz.de/10003377925
Saved in:
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