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~language:"eng"
~person:"McMillan, David G."
~person:"Schwert, George William"
~person:"Yoon, Seong-min"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Volatility
90
Capital income
88
Kapitaleinkommen
88
Börsenkurs
86
Share price
86
Estimation
72
Schätzung
72
Aktienmarkt
66
Stock market
66
Forecasting model
56
Prognoseverfahren
56
ARCH model
51
ARCH-Modell
51
USA
43
United States
43
Spillover effect
39
Spillover-Effekt
39
Welt
34
World
34
Großbritannien
31
United Kingdom
31
Portfolio selection
28
Portfolio-Management
28
Time series analysis
28
Zeitreihenanalyse
28
Theorie
27
Theory
27
Exchange rate
21
Wechselkurs
21
Correlation
19
Korrelation
19
Oil price
16
Ölpreis
16
Cointegration
14
Dividend
14
Dividende
14
Financial market
14
Finanzmarkt
14
Kointegration
14
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Undetermined
32
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3
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Article
89
Book / Working Paper
1
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Article in journal
Aufsatz in Zeitschrift
90
Arbeitspapier
10
Working Paper
10
Graue Literatur
7
Non-commercial literature
7
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1
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1
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Language
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English
Author
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McMillan, David G.
Schwert, George William
Yoon, Seong-min
Gupta, Rangan
157
Bouri, Elie
93
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Pierdzioch, Christian
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Andersen, Torben
39
Demirer, Rıza
39
Lucey, Brian M.
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Ji, Qiang
34
Roubaud, David
34
Todorov, Viktor
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
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Applied financial economics
9
Energy economics
9
Applied economics
6
Finance research letters
4
Journal of international financial markets, institutions & money
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of financial analysis
3
Journal of forecasting
3
Korea and the world economy
3
The European journal of finance
3
The Korean economic review
3
The journal of futures markets
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Journal of monetary economics
2
The journal of the Korean economy
2
Applied economics letters
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Asian African journal of economics and econometrics
1
Brookings-Wharton papers on financial services
1
China finance review international
1
Economics : the open-access, open-assessment e-journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European financial management : the journal of the European Financial Management Association
1
International Journal of Financial Studies : open access journal
1
International journal of banking, accounting and finance
1
International journal of finance & economics : IJFE
1
International journal of financial markets and derivatives
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of multinational financial management
1
Managerial finance
1
Modern economy
1
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ECONIS (ZBW)
90
Showing
1
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10
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90
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
7
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
8
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
9
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
10
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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