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ARCH model
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Tian, Shuairu
Hamori, Shigeyuki
427
Bhar, Ramaprasad
36
Inoue, Takeshi
34
Tamakoshi, Go
34
Yang, Lu
28
Chen, Guifu
23
Hamori, Naoko
22
Toyoshima, Yuki
21
Kinkyō, Takuji
14
Matsubayashi, Yoichi
13
Nakajima, Tadahiro
13
Anderson, David A.
12
Cai, Xiao Jing
11
Kinkyo, Takuji
10
He, Xie
9
Razafimahefa, Ivohasina Fizara
9
Tokihisa, Akira
9
Chen, Wang
8
Miyazaki, Takashi
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HAMORI, Shigeyuki
7
Hashiguchi, Yoshihiro
7
Motegi, Kaiji
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Tanaka, Katsuyuki
7
Cai, Xiaojing
6
Tanizaki, Hisashi
6
Xu, Haifeng
6
Yin, Fengbao
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Yuan, Nannan
5
Zhang, Wenting
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Kinugasa, Tomoko
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Kitasaka, Shin'ichi
4
Takiguchi, Tetsuya
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Yao, Wanjun
4
Zhang, Yulian
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Fang, Zheng
3
He, Yijin
3
Higashide, Takuo
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
2
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
3
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
4
Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing
;
Tian, Shuairu
;
Yuan, Nannan
;
Hamori, …
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
Saved in:
5
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
6
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
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