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~language:"eng"
~person:"Yoon, Seong-min"
~subject:"Multivariate Verteilung"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Multivariate Verteilung
Volatilität
Volatility
36
Spillover effect
31
Spillover-Effekt
31
Aktienmarkt
29
Stock market
29
Estimation
28
Schätzung
28
ARCH model
23
ARCH-Modell
23
Börsenkurs
19
Portfolio selection
19
Portfolio-Management
19
Share price
19
Welt
16
World
16
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14
Kapitaleinkommen
14
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14
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14
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12
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12
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10
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9
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8
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6
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41
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1
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1
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English
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Yoon, Seong-min
Gupta, Rangan
158
Bouri, Elie
97
Ma, Feng
90
Tiwari, Aviral Kumar
75
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
70
Kang, Sang Hoon
58
Mensi, Walid
53
Bollerslev, Tim
52
McMillan, David G.
51
Wohar, Mark E.
51
Xuan Vinh Vo
47
Wang, Yudong
46
Kumar, Dilip
45
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
40
Hamori, Shigeyuki
40
Demirer, Rıza
38
Lucey, Brian M.
38
Roubaud, David
38
Wei, Yu
38
Chevallier, Julien
37
Ji, Qiang
37
Liang, Chao
37
Nguyen, Duc Khuong
36
Salisu, Afees A.
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Todorov, Viktor
34
Serletis, Apostolos
33
Apergēs, Nikolaos
32
Brooks, Robert
32
Lau, Chi Keung
32
Shahzad, Syed Jawad Hussain
32
Gil-Alaña, Luis A.
31
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Energy economics
10
Applied economics
6
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
Korea and the world economy
3
The Korean economic review
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
The journal of the Korean economy
2
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Modern economy
1
Pacific-Basin finance journal
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ECONIS (ZBW)
41
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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
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:
4
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:
5
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
6
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
Saved in:
7
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
8
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
9
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
10
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
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