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Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien - In: Applied economics 44 (2012) 31/33, pp. 4257-4274
Persistent link: https://www.econbiz.de/10009713497
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Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien - In: Applied economics 44 (2012) 32, pp. 4257-4275
Persistent link: https://www.econbiz.de/10009817991
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Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien; Goutte, Stéphane - In: Applied economics 49 (2017) 2, pp. 111-137
Persistent link: https://www.econbiz.de/10011810520