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~person:"Mensi, Walid"
~subject:"Volatilität"
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Search: subject:"value at risk"
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Volatilität
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15
Risk measure
15
Aktienmarkt
9
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9
Portfolio-Management
9
Stock market
9
Volatility
9
Börsenkurs
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Mensi, Walid
McAleer, Michael
39
Hammoudeh, Shawkat
14
Allen, David E.
13
Caporin, Massimiliano
13
Chang, Chia-Lin
12
Daníelsson, Jón
9
Härdle, Wolfgang
9
Mittnik, Stefan
9
Paolella, Marc S.
9
Asai, Manabu
8
Scharth, Marcel
8
Xu, Dinghai
8
Ardia, David
7
Gupta, Rangan
7
Wirjanto, Tony S.
7
Bollerslev, Tim
6
Fabozzi, Frank J.
6
Giot, Pierre
6
Haas, Markus
6
Ji, Qiang
6
Kang, Sang Hoon
6
Kumar, Dilip
6
Liu, Bing-Yue
6
Pérez Amaral, Teodosio
6
Al-Yahyaee, Khamis Hamed
5
Bee, Marco
5
Degiannakis, Stavros
5
Herrera, Rodrigo
5
Prokopczuk, Marcel
5
Schleicher, Christoph
5
Storti, Giuseppe
5
Tansuchat, Roengchai
5
Tiwari, Aviral Kumar
5
Zaffaroni, Paolo
5
Abbara, Omar
4
Bauwens, Luc
4
Billio, Monica
4
Bouri, Elie
4
Chen, Cathy W. S.
4
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The North American journal of economics and finance : a journal of financial economics studies
3
Emerging markets review
1
Energy economics
1
Financial innovation : FIN
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
9
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1
Extreme dependencies and spillovers between gold and stock markets : evidence from MENA countries
Mensi, Walid
;
Maitra, Debasish
;
Selmi, Refk
;
Xuan Vinh Vo
- In:
Financial innovation : FIN
9
(
2023
)
1
,
pp. 1-27
North Africa (MENA) region and (ii) using the copula-quantile-on-quantile and conditional
value
at
risk
methods to detail …
Persistent link: https://www.econbiz.de/10014289027
Saved in:
2
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:
3
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
4
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
5
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
6
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
7
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
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:
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