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Search: subject:"TVP-VAR method"
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TVP-VAR method
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Volatility
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Chinese financial market
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Aziz, Saqib
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Energy economics
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Journal of behavioral and experimental finance
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ECONIS (ZBW)
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Sustainability and stability : will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?
Liu, Min
;
Guo, Tongji
;
Ping, Weiying
;
Luo, Liangqing
- In:
Energy economics
121
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014438484
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2
The impact of COVID-19 induced panic on the return and volatility of precious metals
Umar, Zaghum
;
Aziz, Saqib
;
Tawil, Dima
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012815428
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