//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Karanasos, Menelaos"
~person:"Nguyen, Duc Khuong"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
39
ARCH-Modell
39
Volatility
18
Volatilität
18
Aktienmarkt
12
Stock market
12
Capital income
11
Kapitaleinkommen
11
Börsenkurs
9
Oil price
9
Share price
9
Ölpreis
9
Estimation
8
Schätzung
8
Spillover effect
8
Spillover-Effekt
8
Economic growth
7
Hedging
7
Theorie
7
Theory
7
Time series analysis
7
Wirtschaftswachstum
7
Zeitreihenanalyse
7
Bruttoinlandsprodukt
6
Commodity derivative
6
Correlation
6
Financial crisis
6
Finanzkrise
6
Gross domestic product
6
Korrelation
6
Risiko
6
Risk
6
Rohstoffderivat
6
USA
6
United States
6
Inflation
5
Long memory
5
Portfolio selection
5
Portfolio-Management
5
Structural break
5
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
39
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Thesis
Article in journal
39
Working Paper
20
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
more ...
less ...
Language
All
English
40
Author
All
Karanasos, Menelaos
Nguyen, Duc Khuong
Ma, Feng
67
Gupta, Rangan
52
McAleer, Michael
50
Bouri, Elie
41
Serletis, Apostolos
35
Zhang, Yaojie
33
Kumar, Dilip
31
Kang, Sang Hoon
29
McMillan, David G.
28
Guesmi, Khaled
27
Tiwari, Aviral Kumar
27
Hammoudeh, Shawkat
26
Wang, Yudong
26
Yoon, Seong-min
26
Hamori, Shigeyuki
25
Liang, Chao
25
Degiannakis, Stavros
24
Francq, Christian
24
Wei, Yu
24
Wu, Xinyu
22
Chevallier, Julien
21
Hafner, Christian M.
21
Chiang, Thomas C.
20
Floros, Christos
20
Mensi, Walid
20
Xuan Vinh Vo
20
Zakoïan, Jean-Michel
20
Caporin, Massimiliano
19
Engle, Robert F.
19
Lucey, Brian M.
19
Teräsvirta, Timo
19
Choudhry, Taufiq
18
Brooks, Robert
17
Caporale, Guglielmo Maria
17
Hsing, Yu
17
Jawadi, Fredj
17
Laurent, Sébastien
17
Malik, Farooq
17
more ...
less ...
Published in...
All
Energy economics
5
Economic modelling
3
Economics letters
3
International review of financial analysis
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
2
Applied economics
1
Bulletin of economic research
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Finance research letters
1
International economic journal
1
International review of economics & finance : IREF
1
Japan and the world economy : international journal of theory and policy
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Operational Research Society : OR
1
Managerial finance
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
Review of accounting & finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The econometrics journal
1
The journal of applied business research
1
The journal of development studies : JDS
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
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
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:
4
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
5
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
6
The shifting dependence dynamics between the G7 stock markets
BenSaïda, Ahmed
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 801-812
Persistent link: https://www.econbiz.de/10011907944
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
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
9
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->