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~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper"
~subject:"ARCH-Modell"
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Search: subject:"Multivariate"
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ARCH-Modell
Multivariate distribution
51
Multivariate Verteilung
50
Theorie
46
Theory
46
Multivariate analysis
42
Multivariate Analyse
39
Cluster analysis
37
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37
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31
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McAleer, Michael
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Applied economics
International Journal of Energy Economics and Policy : IJEEP
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31
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21
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8
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8
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7
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7
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7
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7
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7
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7
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6
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5
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ECONIS (ZBW)
31
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1
Does the choice of the
multivariate
GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries
Kartsonakis-Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 164-182
Persistent link: https://www.econbiz.de/10012505769
Saved in:
2
Time-varying
multivariate
causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei
;
Martínez, José
;
Romero, Rafael
- In:
Applied economics
54
(
2022
)
34
,
pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
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:
5
Hedging petroleum futures with
multivariate
GARCH models
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
Saved in:
6
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
7
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
Saved in:
9
Assessing the impact of oil prices on the Malaysian economy
Majuca, Ruperto Pagaura
-
2020
Persistent link: https://www.econbiz.de/10012819667
Saved in:
10
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
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