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~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Spillover-Effekt"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Spillover-Effekt
World
Zeitreihenanalyse
Theorie
119
Theory
119
Volatility
107
Volatilität
107
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90
Estimation
67
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59
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McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Gupta, Rangan
200
Gil-Alaña, Luis A.
190
Tiwari, Aviral Kumar
139
Bouri, Elie
108
Eichengreen, Barry
101
Lee, Chien-chiang
101
Hammoudeh, Shawkat
100
Caporale, Guglielmo Maria
94
Lucey, Brian M.
91
Phillips, Peter C. B.
90
Apergēs, Nikolaos
89
Kang, Sang Hoon
86
Ma, Feng
86
Franses, Philip Hans
85
Xuan Vinh Vo
85
Mensi, Walid
76
Aizenman, Joshua
71
Bahmani-Oskooee, Mohsen
70
Goel, Rajeev K.
70
Wohar, Mark E.
70
Audretsch, David B.
67
Demirgüç-Kunt, Asli
66
Dreher, Axel
66
Moosa, Imad A.
66
Serletis, Apostolos
64
Ji, Qiang
62
Umar, Zaghum
62
Egger, Peter
61
Haan, Jakob de
61
Taylor, Robert
61
Hassan, M. Kabir
59
Hoekman, Bernard M.
58
McMillan, David G.
58
Shahbaz, Muhammad
58
Yoon, Seong-min
58
Anderson, Kym
57
Hamori, Shigeyuki
57
Leybourne, Stephen James
57
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57
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Journal of econometrics
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Energy economics
10
Applied economics
9
Econometric theory
9
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7
International review of economics & finance : IREF
6
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Journal of risk and financial management : JRFM
5
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
4
Tourism economics : the business and finance of tourism and recreation
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International review of financial analysis
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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2
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2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The journal of applied business research
2
Tourism management : research, policies, practice
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
American journal of finance and accounting
1
Applied economics letters
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economia : revista da ANPEC
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Economics letters
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Economics of innovation and new technology
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Emerging markets review
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ECONIS (ZBW)
174
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174
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1
Estimating the productivity of US agriculture : the Fisher total factor productivity index for time series data with unknown prices
Thanh Ngo
;
Tripe, David
;
Nguyen, Duc Khuong
- In:
The Australian journal of agricultural and resource …
68
(
2024
)
3
,
pp. 701-712
Persistent link: https://www.econbiz.de/10014634820
Saved in:
2
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
Tracing environmental sustainability footprints in cross-border M&A activity
Ahmad, Muhammad Farooq
;
Aziz, Saqib
;
Michiels, Yannick
; …
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1165-1195
Persistent link: https://www.econbiz.de/10014574019
Saved in:
4
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
7
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
8
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
9
Green finance and decarbonization : evidence from around the world
Al Mamun, Md.
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342827
Saved in:
10
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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