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~language:"bul"
~language:"eng"
~person:"McMillan, David G."
~person:"Xuan Vinh Vo"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Ratgeber"
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ARCH-Modell
Börsenkurs
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Volatility
Capital income
99
Kapitaleinkommen
99
Volatilität
96
Estimation
91
Schätzung
91
Aktienmarkt
84
Stock market
84
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82
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64
Prognoseverfahren
64
Welt
58
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58
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53
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46
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165
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McMillan, David G.
Xuan Vinh Vo
McAleer, Michael
336
Gupta, Rangan
289
Caporale, Guglielmo Maria
235
Pierdzioch, Christian
118
Han, Heesup
113
Gil-Alaña, Luis A.
112
Bollerslev, Tim
110
Chang, Chia-Lin
109
Bouri, Elie
108
Ma, Feng
99
Hammoudeh, Shawkat
97
Tiwari, Aviral Kumar
97
Mattila, Anna S.
95
Narayan, Paresh Kumar
90
Andersen, Torben
88
Wohar, Mark E.
88
Härdle, Wolfgang
82
Bahmani-Oskooee, Mohsen
80
Allen, David E.
79
Spagnolo, Nicola
78
Hautsch, Nikolaus
76
Caporin, Massimiliano
75
Engle, Robert F.
75
Lusk, Jayson L.
75
Hafner, Christian M.
73
Lux, Thomas
72
Asai, Manabu
71
Phau, Ian
70
Plastun, Alex
69
Ryu, Doojin
69
Khare, Arpita
68
Zaremba, Adam
65
Faff, Robert W.
64
Linton, Oliver
64
Bohl, Martin T.
63
Koopman, Siem Jan
63
Stulz, René M.
63
Dwivedi, Yogesh Kumar
62
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Applied financial economics
12
International review of financial analysis
10
The North American journal of economics and finance : a journal of financial economics studies
9
The European journal of finance
8
International review of economics & finance : IREF
7
Research in international business and finance
7
Journal of international financial markets, institutions & money
6
International journal of finance & economics : IJFE
5
Finance research letters
4
Journal of forecasting
4
Journal of multinational financial management
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
Cogent economics & finance
3
Emerging markets review
3
International review of applied economics
3
Pacific-Basin finance journal
3
The journal of asset management
3
The journal of futures markets
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Borsa Istanbul Review
2
Financial innovation : FIN
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Financial markets, institutions & instruments
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International journal of banking, accounting and finance
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Applied financial economics letters
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Asia Pacific financial markets
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Asian African journal of economics and econometrics
1
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1
Australian economic papers
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Bulletin of economic research
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China finance review international
1
Credit and capital markets : Kredit und Kapital
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ECONIS (ZBW)
167
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
3
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
4
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
5
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
6
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
7
Capital structure choices and stock market volatility : evidence from Chinese listed firms
Thi Huong Giang Vuong
;
Wu, Yang-Che
;
Weng, Tzu-Ching
; …
- In:
The Chinese economy : translations and studies
56
(
2023
)
1
,
pp. 25-49
Persistent link: https://www.econbiz.de/10013549022
Saved in:
8
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
9
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Ur Rehman, Mobeen
;
Katsiampa, Paraskevi
;
Zeitun, Rami
; …
- In:
Emerging markets review
55
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014481146
Saved in:
10
Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Sahiner, Mehmet
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 723-762
Persistent link: https://www.econbiz.de/10014380680
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