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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Korea and the world economy"
~isPartOf:"Pacific-Basin finance journal"
~person:"Ma, Feng"
~person:"Orłowski, Lucjan T."
~person:"Shi, Yongdong"
~person:"Wen, Conghua"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
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Search: subject_exact:"Volatility"
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Volatility
13
Volatilität
13
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9
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8
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8
ARCH model
7
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7
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Ma, Feng
Orłowski, Lucjan T.
Shi, Yongdong
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Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
5
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4
Ryu, Doojin
4
Wei, K. C. John
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Kam Fong Chan
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Korea and the world economy
Pacific-Basin finance journal
Energy economics
34
International review of financial analysis
16
Applied economics
13
International review of economics & finance : IREF
12
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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 quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
13
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1
COVID-19 vaccinations and risk spillovers : evidence from Asia-Pacific stock markets
Li, Yanshuang
;
Shi, Yujie
;
Shi, Yongdong
;
Yi, Shangkun
; …
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463146
Saved in:
2
Investor's herding behavior in Asian equity markets during COVID-19 period
Jiang, Rui
;
Wen, Conghua
;
Zhang, Ruonan
;
Cui, Yu
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013388982
Saved in:
3
Forecasting China's stock market variance
Cheng, Hang
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012493893
Saved in:
4
Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo
;
Wei, Ya
- In:
Pacific-Basin finance journal
60
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
Saved in:
5
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:
6
Cross-sectional return dispersion and volatility prediction
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012231130
Saved in:
7
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
8
Institutional ownership around stock splits
Li, Fengyu
;
Liu, Mark H.
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
46
(
2017
),
pp. 14-40
Persistent link: https://www.econbiz.de/10011800912
Saved in:
9
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:
10
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
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