//--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Portfolio selection"
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
Portfolio selection
ARCH-Modell
8
Volatility
7
Volatilität
7
Estimation
6
Schätzung
6
Aktienmarkt
5
Stock market
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Multivariate GARCH
4
Share price
4
Financial crisis
3
Finanzkrise
3
Spillover effect
3
Spillover-Effekt
3
VAR model
3
VAR-Modell
3
Market integration
2
Marktintegration
2
Multivariate Analyse
2
Multivariate GARCH model
2
Multivariate analysis
2
Oil price
2
Portfolio-Management
2
Stock markets
2
Time series analysis
2
Zeitreihenanalyse
2
Ölpreis
2
Ansteckungseffekt
1
BEKK
1
BRICS countries
1
BRICS-Staaten
1
Break identification
1
Bruttoinlandsprodukt
1
CAPM
1
Causality analysis
1
China
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
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
Stafylas, Dimitrios
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
Energy economics
16
Applied economics
10
Economic modelling
10
Journal of banking & finance
10
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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)
8
Showing
1
-
8
of
8
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->