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
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Yahyaee, Khamis Hamed"
~subject:"Volatilität"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Risikomaß
4
Risk measure
4
Portfolio selection
3
Portfolio-Management
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Cryptocurrencies
2
Downside risk
2
Hedging
2
Oil price
2
Risikomanagement
2
Risk management
2
Virtual currency
2
Virtuelle Währung
2
Ölpreis
2
Arbeitszeit
1
Bitcoin
1
Capital income
1
Commodity derivative
1
Commodity market
1
Commodity markets
1
Conditional Value at Risk
1
Copula
1
Currency markets
1
Devisenmarkt
1
Dynamic conditional correlations
1
Emerging economies
1
Estimation
1
Forecasting
1
Forecasting model
1
Foreign exchange market
1
Hedge strategy
1
Hedging effectiveness
1
Hourly data
1
Kapitaleinkommen
1
Multiresolution approach
1
Multivariate GARCH models
1
Multivariate Verteilung
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Al-Yahyaee, Khamis Hamed
Hammoudeh, Shawkat
6
Gupta, Rangan
5
Ji, Qiang
5
Liu, Bing-Yue
5
Mensi, Walid
5
Bouri, Elie
4
Kang, Sang Hoon
4
McAleer, Michael
4
Chang, Chia-Lin
3
Fan, Ying
3
Ma, Feng
3
Tiwari, Aviral Kumar
3
Al-Jarrah, Idries Mohammad Wanas
2
Allen, David E.
2
Asai, Manabu
2
Baum, Christopher F.
2
Caporin, Massimiliano
2
Chen, Liyuan
2
Chevallier, Julien
2
Cho, Hoon
2
Herrera, Rodrigo
2
Malik, Farooq
2
Pierdzioch, Christian
2
Ryu, Doojin
2
Shahzad, Syed Jawad Hussain
2
Wang, Yudong
2
Yoon, Seong-min
2
Zerilli, Paola
2
Zhu, Huiming
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Aktas, Elvan
1
Al-Maadid, Alanoud
1
Alam, Md. Samsul
1
Alexander, Carol
1
Alizadeh-Masoodian, Amir H.
1
Aloui, Riadh
1
Alqahtani, Faisal
1
more ...
less ...
Published in...
All
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Emerging markets review
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
3
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
