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~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Multivariate distribution"
~subject:"Schätzung"
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ARCH model
Capital income
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Schätzung
Estimation
8
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6
Correlation
6
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6
Aktienmarkt
5
Spillover effect
5
Spillover-Effekt
5
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5
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5
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5
Portfolio selection
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3
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Multivariate Verteilung
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Yoon, Seong-min
Pesaran, M. Hashem
36
Tiwari, Aviral Kumar
25
Engle, Robert F.
20
Hammoudeh, Shawkat
17
Bailey, Natalia
16
Bouri, Elie
16
Gupta, Rangan
16
Christiansen, Charlotte
15
Hamori, Shigeyuki
15
Kapetanios, George
15
Lucas, André
15
Aslanidis, Nektarios
14
Bauwens, Luc
14
Koopman, Siem Jan
14
McAleer, Michael
14
Nguyen, Duc Khuong
14
Tauchmann, Harald
14
Ledoit, Olivier
13
Wolf, Michael
13
Chudik, Alexander
12
Dave, Dhaval
12
Markowitz, Sara
12
Boudt, Kris
11
Hafner, Christian M.
11
McMillan, David G.
11
Shahzad, Syed Jawad Hussain
11
Ur Rehman, Mobeen
11
Herwartz, Helmut
10
Kim, Jong-Min
10
Mensi, Walid
10
Requate, Tilman
10
Roubaud, David
10
Schmidt, Christoph M.
10
Silvennoinen, Annastiina
10
Teräsvirta, Timo
10
Cholodilin, Konstantin Arkadʹevič
9
Dijk, Dick van
9
Entorf, Horst
9
Evans, William N.
9
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Korea and the world economy
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
2
Nonlinear
dependence
and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
3
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
4
Asymmetric
dependence
structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
5
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
6
Multi-scale causality and extreme tail inter-
dependence
among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
7
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
8
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
9
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
10
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
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