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~person:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Schätzung
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
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9
Spillover-Effekt
9
Welt
7
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7
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6
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6
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6
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6
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5
Ansteckungseffekt
4
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4
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4
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English
26
Author
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Nguyen, Duc Khuong
Gupta, Rangan
187
McAleer, Michael
178
Caporale, Guglielmo Maria
114
Ma, Feng
80
Chang, Chia-Lin
74
Bollerslev, Tim
72
Bouri, Elie
70
Pierdzioch, Christian
69
Spagnolo, Nicola
62
Hammoudeh, Shawkat
55
Engle, Robert F.
53
Kang, Sang Hoon
50
Tiwari, Aviral Kumar
50
Diebold, Francis X.
49
Mensi, Walid
49
McMillan, David G.
44
Wohar, Mark E.
43
Salisu, Afees A.
40
Xuan Vinh Vo
40
Zhang, Yaojie
40
Gil-Alaña, Luis A.
39
Wang, Yudong
39
Andersen, Torben
38
Wei, Yu
38
Asai, Manabu
37
Kumar, Dilip
37
Bahmani-Oskooee, Mohsen
36
Demirer, Rıza
36
Hautsch, Nikolaus
36
Ji, Qiang
36
Caporin, Massimiliano
35
Kočenda, Evžen
35
Todorov, Viktor
35
Rodriguez, Gabriel
34
Bauwens, Luc
33
Hafner, Christian M.
33
Herwartz, Helmut
33
Koopman, Siem Jan
33
Allen, David E.
32
Bekaert, Geert
32
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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 commodity markets
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
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1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
26
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1
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
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:
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