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~person:"Hafner, Christian M."
~person:"Liu, Bing-Yue"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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ARCH model
Aktienmarkt
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Prognoseverfahren
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95
Volatilität
89
ARCH-Modell
44
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32
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30
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27
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26
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26
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Hafner, Christian M.
Liu, Bing-Yue
Yoon, Seong-min
Gupta, Rangan
197
McAleer, Michael
194
Caporale, Guglielmo Maria
115
Ma, Feng
88
Bollerslev, Tim
80
Chang, Chia-Lin
77
Bouri, Elie
71
Diebold, Francis X.
67
Hammoudeh, Shawkat
58
Spagnolo, Nicola
56
Tiwari, Aviral Kumar
51
Andersen, Torben
50
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49
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47
Koopman, Siem Jan
47
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47
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46
Gil-Alaña, Luis A.
46
Asai, Manabu
45
Kang, Sang Hoon
45
Lux, Thomas
45
Mensi, Walid
45
Salisu, Afees A.
43
Wang, Yudong
43
Wohar, Mark E.
43
Bekaert, Geert
42
Wei, Yu
42
Zhang, Yaojie
40
Bauwens, Luc
39
Clements, Adam
39
Demirer, Rıza
39
Kumar, Dilip
39
Ji, Qiang
38
Christoffersen, Peter F.
37
Christiansen, Charlotte
35
Härdle, Wolfgang
34
Degiannakis, Stavros
33
Dijk, Dick van
33
Herwartz, Helmut
33
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14
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5
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1
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1
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1
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1
International review of financial analysis
1
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1
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1
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1
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1
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ECONIS (ZBW)
71
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1
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71
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1
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:
2
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
3
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
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
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:
6
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
7
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:
8
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
10
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
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