Modeling dynamic correlation and volatility of the Visegrad Group fuel markets
Year of publication: |
2023
|
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Authors: | Krawiec, Monika ; Borkowski, Bolesław ; Shachmurove, Yochanan |
Published in: |
Contemporary economics. - Warsaw : University of Finance and Management, ISSN 2300-8814, ZDB-ID 2605668-9. - Vol. 17.2023, 4 (31.12.), p. 424-442
|
Subject: | Visegrad Group | fuel prices | cointegration | Johansen test | multivariate dynamic conditional correlation GARCH (DCC GARCH-M) model | ARCH-Modell | ARCH model | Volatilität | Volatility | Visegrad-Staaten | Visegrad countries | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.5709/ce.1897-9254.520 [DOI] hdl:10419/297642 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; c58 ; q02 ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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