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Search: subject:"Multivariate GAS model"
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Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula : evidence from GAS models
Mili, Mehdi
;
Bouteska, Ahmed
- In:
The journal of risk finance : JRF
24
(
2023
)
4
,
pp. 464-482
Persistent link: https://www.econbiz.de/10014338629
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2
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013392386
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3
Forecasting volatility and correlation between oil and gold prices using a novel
multivariate
GAS
model
Chen, Rongda
;
Xu, Jianjun
- In:
Energy economics
78
(
2019
),
pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
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