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~subject:"Volatilität"
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Volatilität
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Choi, Kyongwook
5
Hammoudeh, Shawkat
3
Jayasuriya, Shamila A.
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Jung, Chulho
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Rossiter, Rosemary D.
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Contemporary economic policy : a journal of Western Economic Association International
1
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Journal of emerging market finance
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Journal of international money and finance
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ECONIS (ZBW)
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The sources of the decline in US output volatility
Choi, Kyongwook
;
Jung, Chulho
- In:
Contemporary economic policy : a journal of Western …
26
(
2008
)
1
,
pp. 132-144
Persistent link: https://www.econbiz.de/10003700901
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2
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
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3
Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets : the case of GCC countries
Hammoudeh, Shawkat
;
Choi, Kyongwook
- In:
Journal of international financial markets, …
17
(
2007
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10003499624
Saved in:
4
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
Energy policy
38
(
2010
)
8
,
pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
Saved in:
5
Long memory in oil and refined products markets
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
The energy journal
30
(
2009
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10003842673
Saved in:
6
Asymmetric volatility in emerging and mature markets
Jayasuriya, Shamila A.
;
Shambora, William
;
Rossiter, …
- In:
Journal of emerging market finance
8
(
2009
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003861839
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