Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Asymmetric BEKK GARCH model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Spillover effect
2
Spillover-Effekt
2
Stock market
2
Volatility
2
Volatilität
2
Asymmetric BEKK GARCH model
1
Börsenkurs
1
COVID-19
1
China
1
Coronavirus
1
Correlation
1
Estimation
1
Hedging
1
Impact assessment
1
Industry sectors
1
Japan
1
Korrelation
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Share price
1
South Korea
1
Spillovers
1
Südkorea
1
USA
1
United States
1
VAR-asymmetric BEKK GARCH model
1
Wavelet
1
Wirkungsanalyse
1
impulse response function
1
intraday volatility
1
spillover effect
1
time-varying correlation coefficients
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
Kang, Sang Hoon
2
Al-Yahyaee, Khamis Hamed
1
Mensi, Walid
1
Vo Xuan Vinh
1
Yoon, Seong-min
1
Published in...
All
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Korea and the world economy
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
2
Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
15
(
2014
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
