Search Results - subject:"Multivariate approach"

The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach

GUESMI, Khaled; FATTOUM, Salma - In: Economics Bulletin 34 (2014) 1, pp. 510-519

In this paper, we consider the models that provide evidence of volatility transmission between oil and equity markets. Our aim is to complement previous research by addressing the dynamics of volatility transmission by using the multivariate dynamic conditional correlation–GARCH (DCC-GARCH)...

Persistent link: https://www.econbiz.de/10010836118

An analsis of consumer preferences and segmentation for mobile phone service providers in India : a multivariate approach

Mishra, Sita - In: International journal of business innovation and research 9 (2015) 4, pp. 437-454

Persistent link: https://www.econbiz.de/10011545411

On "Testing competitive market structures"

Kannan, P. K. - In: Marketing science 10 (1991) 4, pp. 338-347

Persistent link: https://www.econbiz.de/10001117720

On the computation of continuous time option prices using discrete approximations

Amin, Kaushik I. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 477-495

Persistent link: https://www.econbiz.de/10001119164

A test of the efficiency of a given portfolio

Gibbons, Michael R. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1121-1152

Persistent link: https://www.econbiz.de/10001076157