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~person:"Kang, Sang Hoon"
~person:"Nam, Kiseok"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Search: subject:"Capital income"
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ARCH model
Capital income
32
Kapitaleinkommen
32
Aktienmarkt
15
Stock market
15
Volatility
14
Volatilität
14
ARCH-Modell
12
Börsenkurs
12
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8
Schätzung
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Spillover effect
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1926-1997
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Article in journal
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12
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English
12
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Kang, Sang Hoon
Nam, Kiseok
Gupta, Rangan
20
Kumar, Dilip
18
Ma, Feng
17
Bouri, Elie
14
Chiang, Thomas C.
14
Zhang, Yaojie
11
Brooks, Robert
9
Floros, Christos
9
Li, Yan
8
Liang, Chao
8
McAleer, Michael
8
Tiwari, Aviral Kumar
8
Wang, Yudong
8
Elyasiani, Elyas
7
Huang, Zhuo
7
Nonejad, Nima
7
Wei, Yu
7
Wu, Xinyu
7
Demirer, Rıza
6
Mansur, Iqbal
6
Muzindutsi, Paul-Francois
6
Nguyen, Duc Khuong
6
Shi, Yanlin
6
Xuan Vinh Vo
6
Yavas, Burhan F.
6
Yoon, Seong-min
6
Al Refai, Hisham M.
5
Asai, Manabu
5
Caporin, Massimiliano
5
Chen, Cathy W. S.
5
Chevallier, Julien
5
Choudhry, Taufiq
5
Dedi, Lidija
5
Degiannakis, Stavros
5
Engle, Robert F.
5
Faff, Robert W.
5
Karmakar, Madhusudan
5
Lyócsa, Štefan
5
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The North American journal of economics and finance : a journal of financial economics studies
3
Journal of empirical finance
2
Korea and the world economy
2
Global finance journal
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
12
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1
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
2
Asymmetric volatility connectedness between Islamic stock and commodity markets
Suleman, Muhammad Tahir
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Global finance journal
49
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012887176
Saved in:
3
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
4
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
5
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
6
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
7
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Saved in:
8
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
9
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
10
Is asymmetric mean-reverting pattern in stock returns systematic? : Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok
;
Pyun, Chong-soo
;
Kim, Sei-Wan
- In:
Journal of international financial markets, …
13
(
2003
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10001815452
Saved in:
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