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~person:"Nguyen, Duc Khuong"
~subject:"Multivariate Verteilung"
~subject:"Portfolio-Management"
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Multivariate Verteilung
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Oil price
25
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9
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Nguyen, Duc Khuong
Hammoudeh, Shawkat
11
Mensi, Walid
10
Aloui, Riadh
7
Kang, Sang Hoon
6
Reboredo, Juan Carlos
6
Arouri, Mohamed
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Al-Yahyaee, Khamis Hamed
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Chang, Chia-Lin
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Ghorbel, Ahmed
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Ma, Feng
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Shahzad, Syed Jawad Hussain
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Caporale, Guglielmo Maria
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Dai, Zhifeng
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Dash, Saumya Ranjan
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Roengchai Tansuchat
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Salisu, Afees A.
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Tiwari, Aviral Kumar
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Ur Rehman, Mobeen
3
Wei, Yu
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Welfens, Paul J. J.
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Zhang, Yaojie
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Al-Jarrah, Idries Mohammad Wanas
2
Antonakakis, Nikolaos
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Asutay, Mehmet
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Batten, Jonathan A.
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Blazsek, Szabolcs
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Bouri, Elie
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Chen, Jiusheng
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Cuñado Eizaguirre, Juncal
2
Ehouman, Yao Axel
2
Escribano, Álvaro
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Fan, Ying
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Filis, George
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Gabauer, David
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1
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Journal of the Operational Research Society : OR
1
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ECONIS (ZBW)
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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:
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
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:
4
A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
39
(
2013
),
pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
Saved in:
5
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
6
Volatility spillovers between oil prices and stock sector returns : implications for portfolio management
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1387-1405
Persistent link: https://www.econbiz.de/10009407665
Saved in:
7
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
8
Oil prices, stock markets and portfolio investment : evidence from sector analysis in Europe over the last decade
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Energy policy
38
(
2010
)
8
,
pp. 4528-4539
Persistent link: https://www.econbiz.de/10008655083
Saved in:
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