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~person:"Wei, Ching Chun"
~subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject:"multivariate GARCH"
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Time series analysis
Volatilität
ARCH model
3
ARCH-Modell
3
Oil price
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Spillover effect
3
Spillover-Effekt
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Volatility
3
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Multivariate GARCH-BEKK
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energy markets
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multivariate GARCH
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spillover transmissions
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Wei, Ching Chun
Teräsvirta, Timo
7
Manera, Matteo
6
Dhaene, Geert
5
Engle, Robert F.
5
Silvennoinen, Annastiina
5
Wu, Jianbin
5
Asai, Manabu
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De Nard, Gianluca
4
Hafner, Christian M.
4
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4
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4
Yelkenci, Tezer
4
Ahmed, Abdullahi Dahir
3
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3
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3
Conrad, Christian
3
Grassi, Stefano
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Haas, Markus
3
Jain, Payal
3
Mensi, Walid
3
Sehgal, Sanjay
3
Stentoft, Lars
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Abdelradi, Fadi
2
Ahmad, Wasim
2
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Alessi, Lucia
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2
Baklaci, Hasan Fehmi
2
Barigozzi, Matteo
2
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2
Bos, Charles S.
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International Journal of Energy Economics and Policy : IJEEP
1
International journal of economics and business research
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
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Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
2
,
pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
Saved in:
2
Modelling volatility and correlations between energy price markets and SRI stock markets
Wei, Ching Chun
- In:
International journal of economics and business research
13
(
2017
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011714383
Saved in:
3
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
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