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~accessRights:"free"
~person:"Foglia, Matteo"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
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Aktienmarkt
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Stock market
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Volatilität
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3
Welt
3
World
3
asymmetries
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long memory
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volatility forecasts
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Estimation
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Futures
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MENA countries
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Optimal portfolios
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Prognoseverfahren
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Risiko
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Risk
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Risk management
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Risk premia
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Schätzung
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Spillover effect
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Spillover-Effekt
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Spillovers
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multi-layer spillover approach
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nonlinear causality
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Capital income
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China
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Foglia, Matteo
Hammoudeh, Shawkat
Gupta, Rangan
6
Manera, Matteo
5
Kočenda, Evžen
4
Caporale, Guglielmo Maria
3
Jebran, Khalil
3
Nicolini, Marcella
3
Olbryś, Joanna
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Spagnolo, Fabio
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Spagnolo, Nicola
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Xu, Yongdeng
3
Aawaar, Godfred
2
Auer, Benjamin R.
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Baruník, Jozef
2
Bernhardt, Matthias
2
Bouri, Elie
2
Busetti, Giorgio
2
Domeher, Daniel
2
Engle, Robert F.
2
Enow, Samuel Tabot
2
Gencer, Hatice Gaye
2
Giot, Pierre
2
Handika, Rangga
2
Hautsch, Nikolaus
2
Heinlein, Reinhold
2
Iqbal, Amjad
2
Ji, Qiang
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Legrenzi, Gabriella
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Logogye, Louis
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Mahadeo, Scott M. R.
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Mazouz, Khelifa
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Mendoza, Alfonso
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Mensi, Walid
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Mughal, Khurrum Shahzad
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Muzindutsi, Paul-Francois
2
Plakandaras, Vasilios
2
Pohlmeier, Winfried
2
Rangel, José Gonzalo
2
Rottmann, Horst
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Tabash, Mosab I.
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ECONIS (ZBW)
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Long-span multi-layer spillovers between moments of advanced equity
markets
: the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
2
Multi-layer spillovers between volatility and skewness in international stock
markets
over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
3
Short- and long-run tail dependence switching in MENA stock
markets
: the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
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