Thiem, Christopher - 2017
-variable VAR, GARCH-in-mean, asymmetric BEKK model. In contrast to previous studies in this area, the analysis focuses on business … confirms these results. Finally, significant spillover effects in the GARCH model suggest that oil price volatility is a gauge …, GARCH-in-mean, asymmetrischen BEKK Modells mit vier Variablen. Im Gegensatz zu früheren Studien in diesem Bereich …