//--> //--> //-->
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"
~person:"Pereira, Pedro L. Valls"
~subject:"Correlation"
~subject:"Theory"
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:"conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Correlation
Theory
ARCH model
2
ARCH-Modell
2
Ansteckungseffekt
2
Contagion effect
2
Volatility
2
Volatilität
2
Contagion
1
DCC
1
Estimation
1
Financial crisis
1
Finanzkrise
1
GARCH-GJR-t
1
Korrelation
1
Markov chain
1
Markov-Kette
1
Markovian switching regime
1
Schätzung
1
Subprime financial crisis
1
Subprime-Krise
1
Theorie
1
financial contagion
1
financial crisis
1
multivariate volatility models
1
volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Pereira, Pedro L. Valls
Blazsek, Szabolcs
2
Hamori, Shigeyuki
2
Hui, Eddie Chi Man
2
Kim, Jong-Min
2
Wang, Yi-Hsien
2
Zheng, Xian
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alhothuali, Mohammad S.
1
Allen, David E.
1
Alsulami, Hamed Hamdan
1
Anderson, David P.
1
Barai, Parama
1
Belhachemi, Rachid
1
Benlagha, Noureddine
1
Bollen, Bernard
1
Cai, Xiao Jing
1
Caporin, Massimiliano
1
Chang, Chia-Chien
1
Chang, Matthew C.
1
Chang, Ya-Chi
1
Charfeddine, Lanouar
1
Chevallier, Julien
1
Chu, Guoqing
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Costola, Michele
1
Dang Khoa Tran
1
Dar, Arif Billah
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Ding, Jin
1
Dong, Qingma
1
Dong, Xiyong
1
Fan, Hai
1
Goodwin, Barry K.
1
Goutte, Stéphane
1
Gubareva, Mariya
1
Guesmi, Khaled
1
more ...
less ...
Published in...
All
Applied economics
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Cogent economics & finance
1
ECARES working paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of time series econometrics
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->