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~person:"Xuan Vinh Vo"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Estimation
Schätzung
24
Volatility
21
Volatilität
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21
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21
Spillover effect
16
Spillover-Effekt
16
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15
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11
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Article
28
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Aufsatz in Zeitschrift
Article in journal
28
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English
28
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Xuan Vinh Vo
Gupta, Rangan
107
Bahmani-Oskooee, Mohsen
99
Gil-Alaña, Luis A.
83
Chang, Tsangyao
77
Caporale, Guglielmo Maria
56
Tiwari, Aviral Kumar
55
Apergēs, Nikolaos
47
Ma, Feng
44
Wohar, Mark E.
41
Hammoudeh, Shawkat
37
Wagner, Joachim
37
Lee, Chien-chiang
35
Balcilar, Mehmet
33
Su, Chi-Wei
33
Egger, Peter
32
Belke, Ansgar
31
Hsing, Yu
31
Pierdzioch, Christian
29
Holmes, Mark J.
28
Payne, James E.
28
Hamori, Shigeyuki
27
McAleer, Michael
27
Moosa, Imad A.
27
Shahbaz, Muhammad
27
Kumbhakar, Subal
25
McMillan, David G.
25
Bouri, Elie
24
Kang, Sang Hoon
24
Sosvilla-Rivero, Simón
24
Wang, Yudong
24
Zaremba, Adam
24
Mensi, Walid
23
Narayan, Paresh Kumar
23
Hegerty, Scott W.
22
Salisu, Afees A.
22
Yoon, Seong-min
22
Zhu, Huiming
22
Afonso, António
21
Riphahn, Regina T.
21
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International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
Cogent economics & finance
2
International journal of finance & economics : IJFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
The North American journal of economics and finance : a journal of theory and practice
1
The quarterly review of economics and finance
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ECONIS (ZBW)
28
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28
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1
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
2
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
Saved in:
3
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
4
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
5
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
6
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
8
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
9
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
10
Does inter-region portfolio diversification pay more than the international diversification?
Ahmad, Nasir
;
Ur Rehman, Mobeen
;
Xuan Vinh Vo
;
Kang, …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 26-35
Persistent link: https://www.econbiz.de/10013258505
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