//--> //--> //-->
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
~person:"Cifarelli, Giulio"
~person:"Ennabli, Asma"
~subject:"Rohstoffderivat"
~subject:"multivariate GARCH 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
Rohstoffderivat
multivariate GARCH model
multivariate GARCH
5
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
feedback trading
4
Hedging
3
Oil price
3
oil price dynamics
3
portfolio allocation
3
Ölpreis
3
Bubbles
2
Commodity derivative
2
Dynamic hedging
2
Estimation
2
Logistic smooth transition
2
Multivariate GARCH
2
Oil price dynamics
2
Schätzung
2
Spekulationsblase
2
Theorie
2
Theory
2
dynamic hedging
2
logistic smooth transition
2
multivariate GARCH-M
2
Bubble
1
Cointegration
1
Commodities
1
Correlation
1
Currency derivative
1
Derivat
1
Derivative
1
Futures
1
Kointegration
1
Korrelation
1
Oil market
1
Oil price bubble
1
Oil pricing
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cifarelli, Giulio
Ennabli, Asma
Manera, Matteo
6
Nicolini, Marcella
4
McAleer, Michael
3
Mensi, Walid
3
Tsay, Ruey S.
3
Wang, Yongning
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Behmiri, Niaz Bashiri
2
Choi, Hankyeung
2
Hernandez, Manuel A.
2
Kang, Sang Hoon
2
Lanza, Alessandro
2
Leatham, David J.
2
Okhrin, Ostap
2
Saidi, Youssef
2
Sukcharoen, Kunlapath
2
Tanattrin Bunnag
2
Zolotko, Mikhail
2
Ahmad, Wasim
1
Algieri, Bernardina
1
Anderson, David P.
1
Bhaduri, Saumitra
1
Blenman, Lloyd P.
1
Bouri, Elie
1
Brooks, Robert
1
Cai, Huan
1
Chang, Chia-Lin
1
Chen, Chun-Da
1
Chen, Chung-Hsuan
1
Chen, Dar-Hsin
1
Chen, Qiang
1
Cheng, Natalie Fang Ling
1
Chiang, Thomas
1
Dhaene, Geert
1
Durai, S. Raja Sethu
1
El Ghini, Ahmed
1
Enders, Walter
1
more ...
less ...
Published in...
All
International journal of financial markets and derivatives
1
The energy journal
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
2
Correlation asymmetry and implication on hedging
Trabelsi, Abdelwahed
;
Ennabli, Asma
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011862371
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->