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~language:"eng"
~language:"est"
~language:"pol"
~person:"Corbet, Shaen"
~person:"Lucey, Brian M."
~subject:"ARCH-Modell"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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ARCH-Modell
Volatility
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Welt
89
World
89
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71
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62
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62
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55
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55
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Corbet, Shaen
Lucey, Brian M.
Gupta, Rangan
191
Bouri, Elie
99
McAleer, Michael
96
Ma, Feng
94
Bahmani-Oskooee, Mohsen
79
Tiwari, Aviral Kumar
76
Hammoudeh, Shawkat
74
Xuan Vinh Vo
61
Kang, Sang Hoon
60
Wohar, Mark E.
60
Mensi, Walid
57
Bollerslev, Tim
56
McMillan, David G.
56
Caporale, Guglielmo Maria
55
Apergēs, Nikolaos
49
Pierdzioch, Christian
49
Wang, Yudong
49
Balcilar, Mehmet
48
Salisu, Afees A.
48
Kumar, Dilip
47
Narayan, Paresh Kumar
45
Serletis, Apostolos
45
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44
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44
Demirer, Rıza
43
Guesmi, Khaled
43
Ji, Qiang
43
Nguyen, Duc Khuong
43
Andersen, Torben
42
Hamori, Shigeyuki
41
Yoon, Seong-min
41
Chevallier, Julien
40
Wei, Yu
40
Brooks, Robert
39
Gil-Alaña, Luis A.
39
Liang, Chao
39
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37
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37
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Finance research letters
21
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11
International review of financial analysis
10
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7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of international financial markets, institutions & money
5
International review of economics & finance : IREF
4
Applied economics letters
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ECONIS (ZBW)
94
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94
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1
Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing
;
Qi, Jiajun
;
Lucey, Brian M.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
Saved in:
2
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
3
Green bonds and traditional and emerging investments : understanding connectedness during crises
Xu, Danyang
;
Hu, Yang
;
Corbet, Shaen
;
Hou, Yang
;
Oxley, Les
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014534853
Saved in:
4
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
5
Is gold always a safe haven?
Ryan, Michael
;
Corbet, Shaen
;
Oxley, Les
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531763
Saved in:
6
Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures
Goodell, John W.
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
Journal of financial stability
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014533560
Saved in:
7
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
8
Tail risk connectedness in G7 stock markets : understanding the impact of COVID-19 and related variants
Lang, Chunlin
;
Hu, Yang
;
Corbet, Shaen
;
Hou, Yang
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014525956
Saved in:
9
Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr
;
Gul, Raazia
;
Muhammad Shafiullah
; …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
Saved in:
10
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
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