Search Results - subject:"Copula-GARCH"

Bucio-Pacheco, Christian; Sosa, Miriam; Reyes-Zarate, … - In: EconoQuantum : Revista de Economía y Negocios 20 (2023) 2, pp. 69-93

Persistent link: https://www.econbiz.de/10015073160

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-18

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages …

Persistent link: https://www.econbiz.de/10013201013

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2021

Persistent link: https://www.econbiz.de/10013167422

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages …

Persistent link: https://www.econbiz.de/10012626221

Haffar, Adlane; Le Fur, Eric - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 211-220

Persistent link: https://www.econbiz.de/10014249105

Haffar, Adlane; Le Fur, Eric - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 297-309

Persistent link: https://www.econbiz.de/10013391992

Mokrzycka, Justyna - In: Central European journal of economic modelling and … 11 (2019) 1, pp. 47-71

Persistent link: https://www.econbiz.de/10012294555

Just, Małgorzata; Łuczak, Aleksandra; Kozera, Agnieszka - In: International journal of economic sciences : IJoES 8 (2019) 1, pp. 81-93

Persistent link: https://www.econbiz.de/10012033275

Li, David; Cheruvelil, Roy M.; Baklanova, Viktoria - In: The journal of financial market infrastructures 11 (2024) 2, pp. 39-73

Persistent link: https://www.econbiz.de/10014556443

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2020

Persistent link: https://www.econbiz.de/10012387020

A service of the