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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
A
multivariate
GARCH
-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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
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:
4
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:
5
The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Saved in:
6
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:
7
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:
8
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
9
Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Bekiros, Stelios D.
- In:
International review of financial analysis
33
(
2014
),
pp. 58-69
Persistent link: https://www.econbiz.de/10010520075
Saved in:
10
The evolution of risk premium as a measure for intra-regional equity market integration
Guesmi, Khaled
;
Teulon, Frédéric
;
Taneem Muzaffar, Ahmed
- In:
International review of financial analysis
35
(
2014
),
pp. 13-19
Persistent link: https://www.econbiz.de/10010529640
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