//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Korea and the world economy"
~isPartOf:"The journal of futures markets"
~person:"Al-Deehani, Talla"
~person:"Ma, Feng"
~person:"Ryu, Doojin"
~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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
China
Hedging
Portfolio selection
Stock market
multivariate DCC-FIAPARCH model
Ölpreis
Volatility
13
Volatilität
13
Börsenkurs
8
Share price
8
Aktienmarkt
7
ARCH model
6
ARCH-Modell
6
Spillover effect
6
Spillover-Effekt
6
South Korea
5
Südkorea
5
Option trading
4
Optionsgeschäft
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
volatility spillover
3
Correlation
2
Korrelation
2
Time series analysis
2
USA
2
United States
2
VKOSPI
2
Zeitreihenanalyse
2
implied volatility
2
2010-2014
1
A50
1
Aktienindex
1
Arabische Golf-Staaten
1
BEKK
1
BRICS countries
1
BRICS stock markets
1
BRICS-Staaten
1
Black-Scholes
1
Black-Scholes model
1
Black-Scholes-Modell
1
CSI300
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Al-Deehani, Talla
Ma, Feng
Ryu, Doojin
Sadorsky, Perry A.
Yin, Libo
Yoon, Seong-min
Lai, Yu-Sheng
4
Kang, Sang Hoon
3
Xie, Shiqing
3
Elder, John
2
Han, Qian
2
Li, Shaoyu
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Liu, Qingfu
2
Park, Sung Y.
2
Stivers, Christopher T.
2
Agarwalla, Sobhesh Kumar
1
Ajayi, Richard A.
1
Alexander, Carol
1
Amin, Abu S.
1
An, Yunbi
1
Andrikopoulos, Panagiotis
1
Atilgan, Yigit
1
Aydogan, Berna
1
Baklaci, Hasan F.
1
Bansal, Naresh K.
1
Batten, Jonathan A.
1
Bian, Huabin
1
Bilgin, Mehmet Huseyin
1
Bley, Jorg
1
Bodeutsch, Denice
1
Bredin, Donal
1
Będowska-Sójka, Barbara
1
Cai, Weixian
1
Cao, Guangxi
1
Cao, Hong
1
Catik, A. Nazif
1
Chan, Shu Hui
1
Chancharoenchai, Kanokwan
1
Chang, Chien-wei
1
Chang, Eric Chieh
1
Chang, Kuang-Liang
1
more ...
less ...
Published in...
All
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Korea and the world economy
The journal of futures markets
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
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of empirical finance
4
Applied economics letters
3
International journal of forecasting
3
Journal of forecasting
3
China finance review international
2
Economics / Journal articles : the open-access, open-assessment journal
2
Finance research letters
2
Journal of international financial markets, institutions & money
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
BOK working paper
1
Bank of Korea WP 2019-2
1
Dae oe gyeong je yeon gu
1
Economic systems
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
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 management science and engineering
1
Modern economy
1
Quantitative finance
1
Review of financial economics : RFE
1
Romanian journal of economic forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
2
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:
3
Option market characteristics and price monotonicity violations
Yang, Heejin
;
Choi, Hyung-Suk
;
Ryu, Doojin
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 473-498
Persistent link: https://www.econbiz.de/10011950721
Saved in:
4
Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011603316
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
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->