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~language:"eng"
~person:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
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Volatility
35
Volatilität
35
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14
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12
Aktienmarkt
11
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10
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10
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Nguyen, Duc Khuong
Gupta, Rangan
149
McAleer, Michael
137
Caporale, Guglielmo Maria
81
Ma, Feng
76
Chang, Chia-Lin
71
Bouri, Elie
59
Spagnolo, Nicola
56
Hammoudeh, Shawkat
53
Kang, Sang Hoon
44
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43
Tiwari, Aviral Kumar
42
Zhang, Yaojie
38
Salisu, Afees A.
37
Kumar, Dilip
36
Wang, Yudong
36
Wei, Yu
36
Demirer, Rıza
35
McMillan, David G.
35
Ji, Qiang
34
Pierdzioch, Christian
34
Bauwens, Luc
33
Bollerslev, Tim
33
Diebold, Francis X.
33
Xuan Vinh Vo
32
Engle, Robert F.
31
Kočenda, Evžen
31
Wohar, Mark E.
31
Liang, Chao
30
Serletis, Apostolos
30
Corbet, Shaen
29
Manera, Matteo
29
Degiannakis, Stavros
28
Filis, George
28
Yoon, Seong-min
28
Bekaert, Geert
26
Chevallier, Julien
25
Floros, Christos
25
Hansen, Peter Reinhard
25
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25
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25
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5
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3
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3
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2
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1
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1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
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1
International review of economics & finance : IREF
1
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1
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1
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ECONIS (ZBW)
25
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1
Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong
;
Walther, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011946687
Saved in:
2
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
3
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
4
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
7
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
8
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
9
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
10
Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
Energy economics
43
(
2014
),
pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
Saved in:
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