//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Agricultural and Applied Economics Association - AAEA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"multivariate GARCH"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
multivariate GARCH
2
Agricultural Finance
1
Demand and Price Analysis
1
Financial Economics
1
International Relations/Trade
1
basis
1
foreign exchange
1
freight and commodity futures
1
hedging
1
spatially separated markets
1
volatility
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Bekkerman, Anton
1
Haigh, Michael S.
1
Holt, Matthew T.
1
Pelletier, Denis
1
Institution
All
Agricultural and Applied Economics Association - AAEA
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
27
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Erasmus University Rotterdam, Econometric Institute
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
HAL
10
Econometric Society
8
Center for Financial Studies
6
Institut de Préparation à l'Administration et à la Gestion (IPAG)
6
School of Economics and Management, University of Aarhus
6
Department of Economics and Finance, College of Business and Economics
5
EconWPA
5
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Institute of Economic Research, Kyoto University
5
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
4
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
4
European Central Bank
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Society for Computational Economics - SCE
4
C.E.P.R. Discussion Papers
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
3
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
3
Fondazione ENI Enrico Mattei (FEEM)
3
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
3
National Centre for Econometric Research (NCER)
3
Nationalekonomiska Institutionen, Ekonomihögskolan
3
School of Economics and Finance, Business School
3
School of Economics and Political Science, Universität St. Gallen
3
Swiss Finance Institute
3
Tinbergen Institute
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
BANCO DE LA REPÚBLICA
2
Banca d'Italia
2
Banco de México
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Centro Ricerche Nord Sud (CRENoS)
2
more ...
less ...
Published in...
All
1999 Annual meeting, August 8-11, Nashville, TN
1
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand
Bekkerman, Anton
;
Pelletier, Denis
-
Agricultural and Applied Economics Association - AAEA
-
2009
multivariate
GARCH
model that incorporates the spatial linkages of these markets; next, the model is used to investigate whether …
Persistent link: https://www.econbiz.de/10005000502
Saved in:
2
VOLATILITY SPILLOVERS BETWEEN FOREIGN EXCHANGE, COMMODITY AND FREIGHT FUTURES PRICES: IMPLICATIONS FOR HEDGING STRATEGIES
Haigh, Michael S.
;
Holt, Matthew T.
-
Agricultural and Applied Economics Association - AAEA
-
1999
compared to the Seemingly Unrelated Regression (SUR) and the
multivariate
GARCH
(MGARCH) methodology, which takes into account …
Persistent link: https://www.econbiz.de/10005806422
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->