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Search: subject:"Diagonal"
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Volatilität
33
Volatility
32
ARCH model
31
ARCH-Modell
31
Theorie
21
Theory
21
Spillover effect
19
Spillover-Effekt
19
diagonal BEKK
16
diagonal matrix
14
equation
13
statistics
12
covariance
11
equations
11
Economic models
10
correlation
10
econometrics
10
forecasting
10
USA
9
Diagonal BEKK
8
Hedging
8
correlations
8
diagonal BEKK model
8
samples
8
survey
8
time series
8
Korrelation
7
United States
7
Virtual currency
7
Virtuelle Währung
7
financial markets
7
probability
7
Aktienmarkt
6
China
6
Correlation
6
Futures
6
Indexderivat
6
Schätzung
6
Spot market
6
Spotmarkt
6
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Free
85
Undetermined
50
CC license
9
Type of publication
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Article
85
Book / Working Paper
68
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Article in journal
52
Aufsatz in Zeitschrift
52
Working Paper
30
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Article
6
research-article
1
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English
107
Undetermined
46
Author
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McAleer, Michael
29
Chang, Chia-Lin
23
Hsu, Shu-Han
6
Beck, Melanie-Kristin
4
Caporin, Massimiliano
4
Ewerhart, Christian
4
Hayo, Bernd
4
Hsieh, Tai-Lin
4
Neuenkirch, Matthias
4
Wang, Chien-Hsun
4
Asai, Manabu
3
Hayakawa, Kazunobu
3
Katsiampa, Paraskevi
3
Banerjee, Kuntal
2
Bernardino, Elena Di
2
Bortolini, Marco
2
Chang, Fwu-Ranq
2
Chang, Winston Wen-tsuen
2
Chen, Tai-liang
2
Ciardiello, Francesco
2
Endoh, Masahiro
2
Gamberi, Mauro
2
Hamada, Koichi
2
Iuga, Iulia Cristina
2
Karunanayake, Indika
2
Kruiniger, Hugo
2
Li, Kunpeng
2
Lu, Lina
2
Nerișanu, Raluca-Andreea
2
Nilsson, Birger
2
Pauwels, Laurent
2
Rullière, Didier
2
Tian, Jiarong
2
Valadkhani, Abbas
2
Veendorp, E.C.H.
2
Wang, Yanghuiting
2
Wang, Yu-Ann
2
Yıldırım, Aynur
2
Zuo, Guangdong
2
Çiçek, Serkan
2
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Institution
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International Monetary Fund (IMF)
14
HAL
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
2
CESifo
1
Departamento de Economía, Facultad de Ciencias Sociales
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics and Related Studies, University of York
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Economic Growth Center, Economics Department
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Developing Economies, Japan External Trade Organization (JETRO)
1
Institute of Economic Research, Kyoto University
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
School of Economics and Finance, Queen Mary
1
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
1
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IMF Working Papers
14
Discussion paper / Tinbergen Institute
8
Tinbergen Institute Discussion Paper
8
Working Paper
4
MPRA Paper
3
Finance research letters
2
Global Business and Economics Review
2
INFORMS journal on computing : JOC
2
Journal of Global Optimization
2
Journal of Multivariate Analysis
2
Journal of Risk and Financial Management
2
Journal of risk and financial management : JRFM
2
Physica A: Statistical Mechanics and its Applications
2
Quaderni DSEMS
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Papers / HAL
2
Working paper series / University of Zurich, Department of Economics
2
Acta Oeconomica
1
Advances in Data Analysis and Classification
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
Archnet-IJAR: International Journal of Architectural Research
1
Astin bulletin : the journal of the International Actuarial Association
1
Australasian accounting business and finance journal : AABF
1
Borsa Istanbul Review
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CESifo working papers
1
Center Discussion Paper
1
Central Bank Review (CBR)
1
Central Bank review / Central Bank of the Republic of Turkey
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Colombo business journal : international journal of theory & practice
1
Computational Optimization and Applications
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
DEM Working Papers Series
1
Dependence Modeling
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
Discussion paper series
1
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Source
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ECONIS (ZBW)
67
RePEc
64
EconStor
21
Other ZBW resources
1
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153
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date (oldest first)
1
The impact of domestic and global factors on individual public, domestic and foreign bank performances in Türkiye
Çiçek, Serkan
;
Yıldırım, Aynur
- In:
Central Bank Review (CBR)
24
(
2024
)
1
,
pp. 1-16
, interest rate, and VIX index using data from January 4, 2005 to March 28, 2023. Using multivariate
diagonal
BEKK …
Persistent link: https://www.econbiz.de/10014547710
Saved in:
2
Pricing multi-asset options with tempered stable distributions
Xia, Yunfei
;
Grabchak, Michael
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-24
processes. Further, we introduce the
diagonal
tempered stable model, which is parsimonious but allows for rich dependence …
Persistent link: https://www.econbiz.de/10015361648
Saved in:
3
The impact of domestic and global factors on individual public, domestic and foreign bank performances in Türkiye
Çiçek, Serkan
;
Yıldırım, Aynur
- In:
Central Bank review / Central Bank of the Republic of Turkey
24
(
2024
)
1
,
pp. 1-16
, interest rate, and VIX index using data from January 4, 2005 to March 28, 2023. Using multivariate
diagonal
BEKK …
Persistent link: https://www.econbiz.de/10014518481
Saved in:
4
Estimating spillover effect from international oil market to stock market : evidence from Korean portfolio-level analysis
Choi, Sunghee
- In:
Economies : open access journal
12
(
2024
)
4
,
pp. 1-14
Using a
diagonal
BEKK model, this paper estimates a spillover effect from the international crude oil market to the …
Persistent link: https://www.econbiz.de/10014635909
Saved in:
5
Diagonal
quasi-Newton updating methods for large-scale nonlinear least squares
Al-Siyabi, Ahmed
;
Al-Baali, Mehiddin
-
2024
Persistent link: https://www.econbiz.de/10015190369
Saved in:
6
Volatility and spillover analysis between cryptocurrencies and financial indices: a
diagonal
BEKK and DCC GARCH model approach in support of SDGs
Iuga, Iulia Cristina
;
Nerișanu, Raluca-Andreea
; …
- In:
Cogent Economics & Finance
12
(
2024
)
1
,
pp. 1-36
and CRB Index). Employing the
diagonal
BEKK model and the DCC GARCH model, the study spans data from February 17, 2020, to …
Persistent link: https://www.econbiz.de/10015426182
Saved in:
7
Volatility and spillover analysis between cryptocurrencies and financial indices : a
diagonal
BEKK and DCC GARCH model approach in support of SDGs
Iuga, Iulia Cristina
;
Nerișanu, Raluca-Andreea
; …
- In:
Cogent economics & finance
12
(
2024
)
1
,
pp. 1-36
and CRB Index). Employing the
diagonal
BEKK model and the DCC GARCH model, the study spans data from February 17, 2020, to …
Persistent link: https://www.econbiz.de/10015192299
Saved in:
8
Getting along and getting ahead : voice trails of status pursuit
Khan, Nabila
;
Dyaram, Lata
;
Dayaram, Kantha
;
Burgess, John
- In:
Personnel review
53
(
2024
)
6
,
pp. 1443-1458
Persistent link: https://www.econbiz.de/10015047032
Saved in:
9
Social mobility and fertility : applying
diagonal
reference models in historical studies, Sweden 1905-2015
Brea-Martinez, Gabriel
;
Dribe, Martin
-
2023
Persistent link: https://www.econbiz.de/10014276848
Saved in:
10
Bounding comparative statics under
diagonal
dominance
Norris, Jordan
;
Johnson, Charles R.
;
Spitkovskij, Il'ja M.
-
2023
Persistent link: https://www.econbiz.de/10014320597
Saved in:
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