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~person:"Nguyen, Duc Khuong"
~subject:"Estimation"
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Nguyen, Duc Khuong
McAleer, Michael
48
Gupta, Rangan
29
Chang, Chia-Lin
25
Kumar, Dilip
20
Herwartz, Helmut
18
Ma, Feng
17
Paolella, Marc S.
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Bouri, Elie
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Conrad, Christian
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11
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Malik, Farooq
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Miller, Stephen M.
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Mittnik, Stefan
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Tiwari, Aviral Kumar
11
Wu, Xinyu
11
Brooks, Robert
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Floros, Christos
10
Hafner, Christian M.
10
Yoon, Seong-min
10
Bahmani-Oskooee, Mohsen
9
Bollerslev, Tim
9
Caporale, Guglielmo Maria
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Chen, Cathy W. S.
9
Engle, Robert F.
9
Haas, Markus
9
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9
Hautsch, Nikolaus
9
Silvennoinen, Annastiina
9
Trojani, Fabio
9
Zhang, Yaojie
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Živkov, Dejan
9
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8
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Energy economics
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Journal of international financial markets, institutions & money
1
Journal of the Operational Research Society : OR
1
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ECONIS (ZBW)
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1
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:
2
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:
3
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
4
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:
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