//--> //--> //-->
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
~person:"Hernández, Manuel A."
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:"GARCH"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate GARCH
2
agricultural commodities
2
futures markets
2
Volatility transmission
1
volatility transmission
1
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Working Paper
1
Language
All
English
2
Author
All
Hernández, Manuel A.
McAleer, Michael
276
Chang, Chia-Lin
112
Caporale, Guglielmo Maria
106
Gupta, Rangan
94
Teräsvirta, Timo
85
Hafner, Christian M.
80
Conrad, Christian
77
Bauwens, Luc
76
Engle, Robert F.
73
Karanasos, Menelaos
68
Spagnolo, Nicola
67
Ma, Feng
65
Caporin, Massimiliano
64
Mittnik, Stefan
63
Francq, Christian
61
Herwartz, Helmut
59
Paolella, Marc S.
59
Bouri, Elie
55
Ardia, David
52
Guesmi, Khaled
51
Spagnolo, Fabio
50
Serletis, Apostolos
48
Nguyen, Duc Khuong
46
Laurent, Sébastien
45
Zakoïan, Jean-Michel
45
Haas, Markus
43
Manera, Matteo
43
Silvennoinen, Annastiina
41
Rombouts, Jeroen V. K.
40
Asai, Manabu
39
Fountas, Stilianos
39
Allen, David E.
38
Bollerslev, Tim
38
Chevallier, Julien
38
Linton, Oliver
37
Lütkepohl, Helmut
36
McMillan, David G.
36
Hammoudeh, Shawkat
35
Rahbek, Anders
35
Saikkonen, Pentti
35
more ...
less ...
Institution
All
Banco de México
1
Published in...
All
Working Papers
1
Working Papers / Banco de México
1
Source
All
EconStor
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
Hernández, Manuel A.
;
Ibarra-Ramírez, Raúl
;
Trupkin, …
-
Banco de México
-
2011
follow a multivariate
GARCH
approach to explore the dynamics and cross-dynamics of volatility across major exchanges of corn …
Persistent link: https://www.econbiz.de/10009644839
Saved in:
2
How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets
Hernández, Manuel A.
;
Ibarra-Ramírez, Raúl
;
Trupkin, …
-
2011
follow a multivariate
GARCH
approach to explore the dynamics and cross-dynamics of volatility across major exchanges of corn …
Persistent link: https://www.econbiz.de/10010322540
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->