//--> //--> //--> //-->
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:"Aktienmarkt"
~subject:"Oil price"
~subject:"Schätztheorie"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Oil price
Schätztheorie
ARCH model
22
ARCH-Modell
22
Volatility
14
Volatilität
14
Stock market
9
Ölpreis
9
Hedging
7
Börsenkurs
6
Capital income
6
Commodity derivative
6
Kapitaleinkommen
6
Rohstoffderivat
6
Share price
6
Spillover effect
6
Spillover-Effekt
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation
4
Forecasting model
4
Long memory
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Schätzung
4
VAR model
4
VAR-Modell
4
Correlation
3
Exchange rate
3
Financial crisis
3
Finanzkrise
3
Korrelation
3
Theorie
3
Theory
3
USA
3
United States
3
Wechselkurs
3
Commodity market
2
Commodity price
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Nguyen, Duc Khuong
Ma, Feng
58
McAleer, Michael
38
Gupta, Rangan
34
Zhang, Yaojie
30
Chang, Chia-Lin
27
Francq, Christian
27
Bouri, Elie
26
Engle, Robert F.
25
Kumar, Dilip
24
Zakoïan, Jean-Michel
23
Wang, Yudong
21
Liang, Chao
19
Teräsvirta, Timo
19
Kang, Sang Hoon
18
Wei, Yu
18
Hammoudeh, Shawkat
17
Hafner, Christian M.
16
Rahbek, Anders
16
Yoon, Seong-min
16
Mensi, Walid
15
Sheppard, Kevin
15
Ardia, David
14
Chiang, Thomas C.
14
Ji, Qiang
14
McMillan, David G.
14
Brooks, Robert
13
Filis, George
13
Salisu, Afees A.
13
Xuan Vinh Vo
13
Audrino, Francesco
12
Bauwens, Luc
12
Caporale, Guglielmo Maria
12
Guesmi, Khaled
12
Manera, Matteo
12
Serletis, Apostolos
12
Li, Yan
11
Linton, Oliver
11
Lu, Xinjie
11
Wang, Jiqian
11
more ...
less ...
Published in...
All
Energy economics
3
Economic modelling
2
Journal of international financial markets, institutions & money
2
Applied economics
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international money and finance
1
Journal of the Operational Research Society : OR
1
Managerial finance
1
Quantitative finance
1
Review of accounting & finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
10
Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen
;
El Montasser, Ghassen
;
Hammoudeh, Shawkat
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->