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Search: subject:"ADCC GARCH"
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ADCC-GARCH
14
ARCH model
8
ARCH-Modell
8
Volatility
7
Volatilität
7
Aktienmarkt
6
Estimation
6
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6
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6
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5
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5
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4
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4
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4
China
3
Coronavirus
3
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3
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3
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3
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3
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3
ADCC GARCH
2
ADCC-GARCH model
2
Aktienindex
2
Anleihe
2
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2
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2
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2
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Ben Ameur, Hachmi
2
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2
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2
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2
Jana, Susovon
2
Ji, Qiang
2
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2
Polat, Onur
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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RePEc
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
Sequential management of energy and low-carbon portfolios
Gargallo, Pilar
;
Lample, Luis
;
Miguel, Jesús A.
; …
- In:
Research in international business and finance
69
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015052457
Saved in:
3
Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Joo, Young C.
;
Park, Sung Y.
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014534817
Saved in:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
5
An application of
ADCC-GARCH
and wavelet coherence to explore connectedness between stock markets and cryptocurrencies
Jana, Susovon
;
Pandey, Krishna Dayal
;
Sahu, Tarak Nath
- In:
International journal of electronic finance : IJEF
13
(
2024
)
2
,
pp. 168-195
Persistent link: https://www.econbiz.de/10015064350
Saved in:
6
The impact of the COVID-19 pandemic on the nexus between the investor's sentiment and the financial market dynamics : evidence from the Chinese market
Soltani, Hayet
;
Abbes, Mouna Boujelbène
- In:
Asia-Pacific journal of business administration
15
(
2023
)
5
,
pp. 673-694
Persistent link: https://www.econbiz.de/10014455559
Saved in:
7
Is the cryptocurrency market a hedge against stock market risk? : a wavelet and GARCH approach
Jana, Susovon
;
Sahu, Tarak Nath
- In:
Economic notes
52
(
2023
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014427518
Saved in:
8
Country risk and the interaction between gold price and gold stock index return volatilities : evidence from the South African market
Vengesai, Edson
;
Rupande, Lorraine
;
Muguto, Hilary Tinotenda
- In:
International journal of trade and global markets
15
(
2022
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10012887877
Saved in:
9
Market uncertainty and correlation between Bitcoin and Ether
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
Finance research letters
50
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014239961
Saved in:
10
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic
Esparcia, Carlos
;
Jareño, Francisco
;
Umar, Zaghum
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-43
Persistent link: https://www.econbiz.de/10013449304
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