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~isPartOf:"Global finance journal"
~isPartOf:"Korea and the world economy"
~person:"Degiannakis, Stavros"
~person:"Dogo, Mela"
~person:"Gupta, Rangan"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Intra-day data"
~subject:"Oil price"
~subject:"Realized volatility"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Intra-day data
Oil price
Realized volatility
Risk
Stock market
Time series analysis
Ölpreis
Volatility
9
Volatilität
9
Aktienmarkt
6
Börsenkurs
6
Share price
6
Capital income
5
Kapitaleinkommen
5
ARCH model
3
ARCH-Modell
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Estimation
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South Korea
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3
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Correlation
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Finanzkrise
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Forecasting model
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Korrelation
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Prognoseverfahren
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Stock market volatility
2
Ultra-high frequency
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Wechselkurs
2
Zeitreihenanalyse
2
Averaging forecasts
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Combining forecasts
1
Correlation of volatilities
1
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Degiannakis, Stavros
Dogo, Mela
Gupta, Rangan
Yin, Libo
Yoon, Seong-min
Kang, Sang Hoon
3
Farag, Hisham
2
Kuttu, Saint
2
Salisu, Afees A.
2
Tourani Rad, Alireza
2
Äijö, Janne
2
Al-Yahyaee, Khamis Hamed
1
Aladesanmi, Olalekan
1
Angelidis, Timotheos
1
Azad, A. S. M. Sohel
1
Ben Omrane, Walid
1
Brooks, Robert
1
Casalin, Fabrizio
1
Chazi, Abdelaziz
1
Chelley-Steeley, Patricia L.
1
Chen, K. C.
1
Chen, Shaoling
1
Chiang, Thomas C.
1
Chundakkadan, Radeef
1
Dahmene, Meriam
1
Demirer, Rıza
1
Diltz, J. David
1
Ding, Liang
1
Do, Hung Xuan
1
Doong, Shuh-Chyi
1
Dutta, Anupam
1
Ewing, Bradley T.
1
Fernández Izquierdo, María Ángeles
1
Figueiredo, Antonio
1
Filis, George
1
Floros, Christos
1
Francis, Bill B.
1
Frijns, Bart
1
Gormus, N. Alper
1
Guo, Jin
1
Hahn, Guangsug
1
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Global finance journal
Korea and the world economy
Department of Economics working paper series
36
Energy economics
26
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
9
Applied economics
8
Finance research letters
8
International review of financial analysis
6
Research in international business and finance
6
Applied economics letters
5
Economics letters
5
Journal of forecasting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International journal of finance & economics : IJFE
4
The energy journal
4
Annals of financial economics
3
Bank of Greece Working Paper
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
Journal of empirical finance
3
The European journal of finance
3
Applied financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Structural change and economic dynamics : SC+ED
2
The Korean economic review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Working Paper / Bank of Greece
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Atlantic economic journal : AEJ
1
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1
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Global finance journal
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
Saved in:
2
Oil shocks and stock market volatility of the BRICS : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
- In:
Global finance journal
48
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012886905
Saved in:
3
Volatility of stock market returns and the naira exchange rate
Tule, Moses Kpughur
;
Dogo, Mela
;
Uzonwanne, Godfrey Chidozie
- In:
Global finance journal
35
(
2018
),
pp. 97-105
Persistent link: https://www.econbiz.de/10012124797
Saved in:
4
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
5
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
6
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
Saved in:
7
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:
8
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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