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Search: subject:"Dynamic volatility"
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Volatility
19
Volatilität
19
ARCH model
14
ARCH-Modell
14
Spillover effect
10
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10
Dynamic volatility
6
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6
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5
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2
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Dynamic volatility models
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Dynamic volatility spillover
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Elliptic distributions
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Estimation
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Frachtrate
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Feunou, Bruno
2
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School of Economics and Management, University of Aarhus
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3
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2
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1
Annals of Finance
1
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1
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1
Dynamic optics in economics : quantitative, experimental and econometric analyses
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ECONIS (ZBW)
20
RePEc
3
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1
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10
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23
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date (oldest first)
1
Dynamic
volatility
among fossil energy, clean energy and major assets : evidence from the novel DCC-GARCH
Ozkan, Oktay
;
Abosedra, Salah
;
Arshian Sharif
;
Alola, …
- In:
Economic change & restructuring
57
(
2024
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10015045133
Saved in:
2
Dynamic
volatility
of bank stock returns in Mexico : DCC-GARCH vs Copula-GARCH approaches
Bucio-Pacheco, Christian
;
Sosa, Miriam
;
Reyes-Zarate, …
- In:
EconoQuantum : Revista de Economía y Negocios
20
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10015073160
Saved in:
3
The two-component Beta-t-QVAR-M-lev : a new forecasting model
Haddad, Michel Ferreira Cardia
;
Blazsek, Szabolcs
; …
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 379-401
Persistent link: https://www.econbiz.de/10014420497
Saved in:
4
Explicit minimal representation of variance matrices, and its implication for
dynamic
volatility
models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
5
Dynamic
volatility
regulation of financial institutions
Hilscher, Jens
;
Raviv, Alon
;
Wiener, Zvi
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490771
Saved in:
6
Dynamic
volatility
spillover and market emergency : matching and forecasting
Zhou, Wei
;
Chen, Yan
;
Chen, Jin
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014492092
Saved in:
7
Dynamic interdependence and volatility spillovers across bunker fuel markets and shipping freight markets
Li, Xiao-Xia
;
Yip, Tsz Leung
- In:
Maritime policy & management
50
(
2023
)
3
,
pp. 351-374
Persistent link: https://www.econbiz.de/10014323034
Saved in:
8
Frequency volatility connectedness and market integration in international real estate investment trusts
Liow, Kim Hiang
;
Song, Jeong Seop
- In:
Finance research letters
45
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014578129
Saved in:
9
Dynamic
volatility
spillover effects between wind and solar power generations : implications for hedging strategies and a sustainable power sector
Song, Feng
;
Cui, Jian
;
Yu, Yihua
- In:
Economic modelling
116
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014513221
Saved in:
10
Causal relation and
dynamic
volatility
spillover between commodity market and stock market : empirical evidence from India
Kaura, Ruchika
;
Kishor, Nawal
;
Rajput, Namita
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
2
,
pp. 232-253
Persistent link: https://www.econbiz.de/10013252728
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