//--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~person:"Stafylas, Dimitrios"
~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
1
Aktienmarkt
1
Börsenkurs
1
Capital income
1
Copula model
1
Dependence
1
Estimation
1
Kapitaleinkommen
1
Multivariate GARCH model
1
Multivariate Verteilung
1
Multivariate distribution
1
Oil market
1
Oil price
1
Schätzung
1
Share price
1
Spillover effect
1
Spillover-Effekt
1
Stock market
1
Time series analysis
1
Volatility
1
Volatility spillover
1
Volatilität
1
Zeitreihenanalyse
1
Ölmarkt
1
Ölpreis
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
Stafylas, Dimitrios
Awartani, Basil
1
Bekiros, Stelios D.
1
Clements, Adam
1
El Ghini, Ahmed
1
Guesmi, Khaled
1
He, Kaijian
1
Klüppelberg, Claudia
1
Liu, Jia
1
Maghyereh, Aktham I.
1
Müller, Gernot
1
Saidi, Youssef
1
Schreiber, Irene
1
Scott, Ayesha
1
Silvennoinen, Annastiina
1
Sweidan, Osama Daifalla
1
Taneem Muzaffar, Ahmed
1
Teulon, Frédéric
1
Wagner, Niklas F.
1
Yu, Lean
1
Zha, Rui
1
Öcal, Nadir
1
Öztek, Mehmet Fatih
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->