Matches in SemOpenAlex for { <https://semopenalex.org/work/W2066124704> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W2066124704 abstract "The empirical results show that the dynamic conditional correlation (DCC) and the bivariate asymmetric-IGARCH (1, 2) model is appropriate in evaluating the relationship of the U.S. and the Japan's stock markets. The empirical result also indicates that the U.S. and the Japan's stock markets is a positive relation. The average estimation value of correlation coefficient equals to 0.179, which implies that the two stock markets is synchronized influence. Besides, the empirical result also shows that the U.S. and the Japan's stock markets have an asymmetrical effect, and the variation risks of the U.S. and the Japan's stock market returns also receives the influence of the positive and negative of the oil prices' volatility rate." @default.
- W2066124704 created "2016-06-24" @default.
- W2066124704 creator A5004378989 @default.
- W2066124704 creator A5065351975 @default.
- W2066124704 date "2008-01-01" @default.
- W2066124704 modified "2023-09-27" @default.
- W2066124704 title "An Impact of the Oil Prices' Volatility Rate for the U.S. and the Japan's Stock Markets Return: A DCC and Bivariate Asymmetric-GARCH Model" @default.
- W2066124704 cites W1522592437 @default.
- W2066124704 cites W1975994995 @default.
- W2066124704 cites W1979575715 @default.
- W2066124704 cites W2012061753 @default.
- W2066124704 cites W2034707435 @default.
- W2066124704 cites W2050235376 @default.
- W2066124704 cites W2058815839 @default.
- W2066124704 cites W2061160212 @default.
- W2066124704 cites W2079898209 @default.
- W2066124704 cites W2093230975 @default.
- W2066124704 cites W2120641249 @default.
- W2066124704 cites W2134752891 @default.
- W2066124704 cites W3122484008 @default.
- W2066124704 cites W3123118666 @default.
- W2066124704 doi "https://doi.org/10.1109/icicic.2008.687" @default.
- W2066124704 hasPublicationYear "2008" @default.
- W2066124704 type Work @default.
- W2066124704 sameAs 2066124704 @default.
- W2066124704 citedByCount "0" @default.
- W2066124704 crossrefType "proceedings-article" @default.
- W2066124704 hasAuthorship W2066124704A5004378989 @default.
- W2066124704 hasAuthorship W2066124704A5065351975 @default.
- W2066124704 hasConcept C105795698 @default.
- W2066124704 hasConcept C106159729 @default.
- W2066124704 hasConcept C127413603 @default.
- W2066124704 hasConcept C12747933 @default.
- W2066124704 hasConcept C149782125 @default.
- W2066124704 hasConcept C151730666 @default.
- W2066124704 hasConcept C162324750 @default.
- W2066124704 hasConcept C204036174 @default.
- W2066124704 hasConcept C23922673 @default.
- W2066124704 hasConcept C2780299701 @default.
- W2066124704 hasConcept C2780762169 @default.
- W2066124704 hasConcept C33923547 @default.
- W2066124704 hasConcept C64341305 @default.
- W2066124704 hasConcept C78519656 @default.
- W2066124704 hasConcept C86803240 @default.
- W2066124704 hasConcept C91602232 @default.
- W2066124704 hasConceptScore W2066124704C105795698 @default.
- W2066124704 hasConceptScore W2066124704C106159729 @default.
- W2066124704 hasConceptScore W2066124704C127413603 @default.
- W2066124704 hasConceptScore W2066124704C12747933 @default.
- W2066124704 hasConceptScore W2066124704C149782125 @default.
- W2066124704 hasConceptScore W2066124704C151730666 @default.
- W2066124704 hasConceptScore W2066124704C162324750 @default.
- W2066124704 hasConceptScore W2066124704C204036174 @default.
- W2066124704 hasConceptScore W2066124704C23922673 @default.
- W2066124704 hasConceptScore W2066124704C2780299701 @default.
- W2066124704 hasConceptScore W2066124704C2780762169 @default.
- W2066124704 hasConceptScore W2066124704C33923547 @default.
- W2066124704 hasConceptScore W2066124704C64341305 @default.
- W2066124704 hasConceptScore W2066124704C78519656 @default.
- W2066124704 hasConceptScore W2066124704C86803240 @default.
- W2066124704 hasConceptScore W2066124704C91602232 @default.
- W2066124704 hasLocation W20661247041 @default.
- W2066124704 hasOpenAccess W2066124704 @default.
- W2066124704 hasPrimaryLocation W20661247041 @default.
- W2066124704 hasRelatedWork W1957745017 @default.
- W2066124704 hasRelatedWork W2084164597 @default.
- W2066124704 hasRelatedWork W2103966715 @default.
- W2066124704 hasRelatedWork W2553705548 @default.
- W2066124704 hasRelatedWork W2766768695 @default.
- W2066124704 hasRelatedWork W2784780420 @default.
- W2066124704 hasRelatedWork W2909971939 @default.
- W2066124704 hasRelatedWork W3123435917 @default.
- W2066124704 hasRelatedWork W3125784162 @default.
- W2066124704 hasRelatedWork W3126051530 @default.
- W2066124704 isParatext "false" @default.
- W2066124704 isRetracted "false" @default.
- W2066124704 magId "2066124704" @default.
- W2066124704 workType "article" @default.