//--> //--> //--> //-->
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:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Stock market"
~subject:"Ölpreis"
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_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Exchange rate
Stock market
Ölpreis
Volatility
37
Volatilität
37
ARCH-Modell
14
Börsenkurs
12
Oil price
12
Share price
12
Aktienmarkt
11
Capital income
9
Commodity derivative
9
Kapitaleinkommen
9
Rohstoffderivat
9
Spillover effect
9
Spillover-Effekt
9
Welt
7
World
7
Emerging economies
6
Estimation
6
Financial crisis
6
Finanzkrise
6
Forecasting model
6
Prognoseverfahren
6
Schwellenländer
6
Schätzung
6
Hedging
5
International financial market
5
Internationaler Finanzmarkt
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Ansteckungseffekt
4
Commodity market
4
Commodity price
4
Contagion effect
4
Crude oil
4
Long memory
4
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
22
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
26
Author
All
Nguyen, Duc Khuong
Gupta, Rangan
160
McAleer, Michael
141
Caporale, Guglielmo Maria
105
Ma, Feng
77
Chang, Chia-Lin
73
Bahmani-Oskooee, Mohsen
71
Bouri, Elie
61
Spagnolo, Nicola
61
Pierdzioch, Christian
56
Kočenda, Evžen
55
Hammoudeh, Shawkat
53
Diebold, Francis X.
49
Kang, Sang Hoon
45
Tiwari, Aviral Kumar
45
Bollerslev, Tim
44
Mensi, Walid
43
McMillan, David G.
42
Bauwens, Luc
40
Salisu, Afees A.
39
Zhang, Yaojie
38
Belke, Ansgar
37
Engle, Robert F.
37
Kumar, Dilip
37
Wang, Yudong
37
Wei, Yu
36
Wohar, Mark E.
36
Xuan Vinh Vo
36
Demirer, Rıza
35
Ji, Qiang
35
Gil-Alaña, Luis A.
33
Hegerty, Scott W.
33
Hafner, Christian M.
31
Liang, Chao
31
Degiannakis, Stavros
30
Filis, George
30
Serletis, Apostolos
30
Yoon, Seong-min
30
Corbet, Shaen
29
Herwartz, Helmut
29
Manera, Matteo
29
more ...
less ...
Published in...
All
Energy economics
5
Applied economics
3
Journal of international financial markets, institutions & money
3
Contributions to Management Science
2
Economic modelling
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Governance and risk in emerging and global markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of forecasting
1
Journal of international money and finance
1
Research in international business and finance
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
The journal of applied business research
1
The world economy : the leading journal on international economic relations
1
Working paper series / Ipag Business School : working paper
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jump forecasting in foreign exchange markets : a high-frequency analysis
Uzun, Sevcan
;
Sensoy, Ahmet
;
Nguyen, Duc Khuong
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 578-624
Persistent link: https://www.econbiz.de/10014292217
Saved in:
2
Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong
;
Walther, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011946687
Saved in:
3
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:
4
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
5
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:
6
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
7
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:
8
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:
9
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
10
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->