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~subject:"Multivariate GARCH"
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Multivariate GARCH
Schätzung
128,673
Estimation
122,522
Theorie
49,009
Theory
47,851
Volatility
43,990
Volatilität
43,726
USA
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8,658
Estimation theory
8,642
Aktienmarkt
8,573
Business cycle
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Time series analysis
8,462
Stock market
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Wechselkurs
8,208
ARCH-Modell
8,149
ARCH model
8,048
Exchange rate
8,022
Wirkungsanalyse
7,600
Impact assessment
7,379
Konjunkturtheorie
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Schock
7,264
Shock
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Geldpolitik
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Silvennoinen, Annastiina
4
Violante, Francesco
4
Grassi, Stefano
3
Jain, Payal
3
Manera, Matteo
3
McAleer, Michael
3
Nicolini, Marcella
3
Sadorsky, Perry
3
Sehgal, Sanjay
3
Teräsvirta, Timo
3
Yelkenci, Tezer
3
Abdelradi, Fadi
2
Ahmad, Wasim
2
Ahmed, Abdullahi Dahir
2
Antonakakis, Nikolaos
2
Asai, Manabu
2
Aydoğan, Berna
2
Baklaci, Hasan Fehmi
2
Behmiri, Niaz Bashiri
2
Caporin, Massimiliano
2
Chevapatrakul, Thanaset
2
Conrad, Christian
2
Fassas, Athanasios P.
2
Guesmi, Khaled
2
Haas, Markus
2
Hallin, Marc
2
Hammoudeh, Shawkat
2
Hegerty, Scott W.
2
Herwartz, Helmut
2
Hotta, Luiz K.
2
Hsiao, Fujen Daniel
2
Hu, Yan
2
Laurent, Sébastien
2
Li, Yanan
2
Mazzeu, João H. G.
2
Mittnik, Stefan
2
Paolella, Marc S.
2
Pereira, Pedro L. Valls
2
Sadorsky, Perry A.
2
Serletis, Apostolos
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics, University of Victoria
1
Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno
1
School of Accounting, Economics, and Finance, University of Wollongong
1
School of Economics and Management, University of Aarhus
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
11
Economic modelling
7
Journal of banking & finance
6
Research in international business and finance
5
The energy journal
4
Economics letters
3
Energy Economics
3
Finance research letters
3
Journal of econometrics
3
Journal of empirical finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
CFS Working Paper
2
Decision
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
The journal of applied business research
2
Working paper
2
Agricultural and Food Economics : AFE
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Annals of economics and finance
1
Annals of economics and statistics
1
Applied economics letters
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CORE Discussion Papers
1
CORE discussion papers : DP
1
CREATES Research Papers
1
CREATES research paper
1
Computational economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
ECARES working paper
1
Econometric Reviews
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Econometric reviews
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Econometrics Working Papers
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ECONIS (ZBW)
121
RePEc
12
EconStor
6
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1
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1
Time-varying variance decomposition of macro-finance term structure models
Hansen, Anne Lundgaard
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015179717
Saved in:
2
Cross-time-frequency analysis of
volatility
linkages in global currency markets : an extended framework
Baklaci, Hasan Fehmi
;
Yelkenci, Tezer
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
2
,
pp. 267-314
Persistent link: https://www.econbiz.de/10013263368
Saved in:
3
Price and
volatility
dynamics between securitized real estate spot and futures markets
Shi, Jing
;
Xu, Pisun
- In:
Economic modelling
35
(
2013
),
pp. 582-592
Persistent link: https://www.econbiz.de/10010336748
Saved in:
4
Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
Saved in:
5
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
6
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
7
Exchange return co-movements and
volatility
spillovers before and after the introduction of euro
Antonakakis, Nikolaos
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
Saved in:
8
The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa
;
Chakrabarti, Gagari
- In:
Decision
41
(
2014
)
4
,
pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
Saved in:
9
Modeling
volatility
and correlations between emerging market stock prices and the prices of copper, oil and wheat
Sadorsky, Perry A.
- In:
Energy economics
43
(
2014
),
pp. 72-81
Persistent link: https://www.econbiz.de/10010504174
Saved in:
10
The effects of domestic and international news and
volatility
on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
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