//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
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
Search: subject:"multivariate GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
18
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
multivariate GARCH
8
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Share price
6
Aktienmarkt
5
Financial crisis
5
Finanzkrise
5
Spillover effect
5
Spillover-Effekt
5
Stock market
5
Theorie
5
Theory
5
Welt
5
World
5
Multivariate Analyse
4
Multivariate GARCH
4
Multivariate analysis
4
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
China
3
EU countries
3
EU-Staaten
3
International financial market
3
Internationaler Finanzmarkt
3
Multivariate Verteilung
3
Multivariate distribution
3
Oil price
3
Portfolio selection
3
Portfolio-Management
3
Ölpreis
3
Ansteckungseffekt
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Anderson, David P.
1
Awartani, Basil
1
Bekiros, Stelios D.
1
Benlagha, Noureddine
1
Bird, Graham R.
1
Casalin, Fabrizio
1
Chang, Matthew C.
1
Clements, Adam
1
Dia, Enzo
1
Du, Wenti
1
El Ghini, Ahmed
1
Guesmi, Khaled
1
He, Kaijian
1
Hua, Jian
1
Hung, Jui-Cheng
1
Klose, Steven L.
1
Klüppelberg, Claudia
1
Koch, Nikolas
1
Lee, Hyun-Bock
1
Liu, Jia
1
Maghyereh, Aktham I.
1
Müller, Gernot
1
Park, Cheol-Ho
1
Pentecost, Eric J.
1
Power, Gabriel J.
1
Saidi, Youssef
1
Sanhaji, Bilel
1
Schreiber, Irene
1
Scott, Ayesha
1
Silvennoinen, Annastiina
1
Stafylas, Dimitrios
1
Su, Jung-bin
1
Sweidan, Osama Daifalla
1
Taneem Muzaffar, Ahmed
1
Teulon, Frédéric
1
Thiem, Christopher
1
Ulu, Yasemin
1
Vedenov, Dmitry V.
1
Wagner, Niklas F.
1
Wang, Yi-Hsien
1
more ...
less ...
Published in...
All
Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Energy economics
16
Economic modelling
10
Journal of banking & finance
10
Research in international business and finance
10
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion paper / Tinbergen Institute
5
Economics letters
5
Finance research letters
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of econometrics
5
Journal of international financial markets, institutions & money
5
Econometric reviews
4
Econometrics : open access journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
The energy journal
4
Computational economics
3
Discussion paper series
3
Journal of empirical finance
3
Journal of financial econometrics
3
Journal of forecasting
3
Journal of time series econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of applied business research
3
Working paper
3
Annals of economics and statistics
2
Applied economics letters
2
CREATES research paper
2
Central European journal of economic modelling and econometrics
2
Decision
2
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Environmental economics and policy studies
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Global business review
2
International journal of bonds and derivatives
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
2
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
3
Spillover effects in the global copper futures markets: asymmetric
multivariate
GARCH
approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
4
Oil price uncertainty and real output growth : new evidence from selected oil-importing countries in the Middle East
Maghyereh, Aktham I.
;
Awartani, Basil
;
Sweidan, Osama …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10012052209
Saved in:
5
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
6
Oil price uncertainty and the business cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
Thiem, Christopher
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3735-3751
Persistent link: https://www.econbiz.de/10012059407
Saved in:
7
Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed
;
Saidi, Youssef
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
Saved in:
8
Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham R.
;
Du, Wenti
;
Pentecost, Eric J.
; …
- In:
Applied economics
49
(
2017
)
59
,
pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
Saved in:
9
The dynamic interrelation between external finance and bank credit
Casalin, Fabrizio
;
Dia, Enzo
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10011412699
Saved in:
10
The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->