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~person:"Giles, David E. A."
~source:"econis"
~subject:"Volatilität"
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Search: subject:"multivariate GARCH"
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Volatilität
ARCH model
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Aktienmarkt
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Börsenkurs
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Asymmetric BEKK model
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Multivariate GARCH
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asymmetric BEKK model
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Giles, David E. A.
Manera, Matteo
5
Teräsvirta, Timo
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De Nard, Gianluca
4
Dhaene, Geert
4
Engle, Robert F.
4
Ledoit, Olivier
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Silvennoinen, Annastiina
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Wolf, Michael
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Wu, Jianbin
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Yelkenci, Tezer
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Ahmed, Abdullahi Dahir
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Sehgal, Sanjay
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Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Asai, Manabu
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Aydoğan, Berna
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Baklaci, Hasan Fehmi
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Behmiri, Niaz Bashiri
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Bouri, Elie
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Chen, Chung-Hsuan
2
Chevapatrakul, Thanaset
2
Conrad, Christian
2
Elder, John
2
Fengler, Matthias
2
Ghosh, Saurabh
2
Hafner, Christian M.
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Econometrics working paper : EWP
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International journal of finance & economics : IJFE
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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
-
2013
Persistent link: https://www.econbiz.de/10010189084
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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
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