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  • Search: subject:"DCCGARCH"
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Year of publication
Subject
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DCC-GARCH 196 Volatility 77 Volatilität 75 Stock market 67 Aktienmarkt 65 ARCH model 56 ARCH-Modell 56 Börsenkurs 51 Share price 51 Welt 45 Correlation 44 Korrelation 44 Spillover effect 44 Spillover-Effekt 44 World 44 DCC-GARCH model 41 Financial crisis 39 Schätzung 38 Estimation 37 Finanzkrise 33 Hedging 28 Portfolio selection 27 Portfolio-Management 27 Coronavirus 23 Theorie 23 Ansteckungseffekt 22 Contagion effect 22 Theory 22 Oil price 21 Ölpreis 21 Capital income 20 Kapitaleinkommen 20 COVID-19 17 China 17 Aktienindex 16 Commodity derivative 16 India 16 Risiko 16 Risk 16 Rohstoffderivat 16
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Online availability
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Undetermined 134 Free 107
Type of publication
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Article 215 Book / Working Paper 52
Type of publication (narrower categories)
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Article in journal 176 Aufsatz in Zeitschrift 176 Working Paper 27 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 12 research-article 3 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2
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Language
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English 221 Undetermined 42 German 2 Polish 1 Spanish 1
Author
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Ahmad, Wasim 7 Guesmi, Khaled 7 Sehgal, Sanjay 7 Blot, Christophe 6 Bodnar, Taras 6 Faldzinski, Marcin 6 Hautsch, Nikolaus 6 Hubert, Paul 6 Labondance, Fabien 6 Saraceno, Francesco 6 Balcerzak, Adam P. 5 Creel, Jérôme 5 Creti, Anna 5 Gómez González, José Eduardo 5 Joëts, Marc 5 Mignon, Valérie 5 Pietrzak, Michal Bernard 5 Robiyanto, Robiyanto 5 Bouri, Elie 4 Choudhury, Tonmoy 4 Gamba-Santamaria, Santiago 4 Hurtado, Jorge 4 Huruta, Andrian Dolfriandra 4 Kühl, Michael 4 Madhavan, Vinodh 4 Melo-Velandia, Luis Fernando 4 Meluzin, Tomas 4 Zinecker, Marek 4 Ampountolas, Apostolos 3 Bhanumurthy, N.R. 3 Chopra, Monika 3 Corbet, Shaen 3 Costola, Michele 3 Cremers, Heinz 3 Derbali, Abdelkader 3 Djajadikerta, Hadrian Geri 3 Fattoum, Salma 3 Hwang, Jae-Kwang 3 Kamran, Muhammad 3 Krasnosselski, Nikolai 3
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Institution
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Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 2 Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 1 Center for Financial Studies 1 Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität 1 Centre d'études prospectives et d'informations internationales (CEPII) 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Sciences économiques 1 Financialisation, Economy, Society & Sustainable Development (FESSUD) Project 1 Frankfurt School of Finance and Management 1 International Institute of Social and Economic Sciences 1 Sciences économiques, Sciences Po 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Southern Agricultural Economics Association - SAEA 1 ToKnowPress 1 Université Paris-Dauphine (Paris IX) 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Finance research letters 15 Energy economics 9 Economic modelling 6 Institute of Economic Research Working Papers 6 Global business review 5 Journal of Risk and Financial Management 5 Journal of risk and financial management : JRFM 5 Research in international business and finance 5 Applied economics 4 Computational economics 4 Economic Modelling 4 International Journal of Energy Economics and Policy : IJEEP 4 International review of financial analysis 4 Studies in economics and finance 4 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 Afro-Asian Journal of Finance and Accounting : AAJFA 3 Applied economics letters 3 Cogent Economics & Finance 3 Cogent economics & finance 3 Financial innovation : FIN 3 International journal of finance & economics : IJFE 3 MPRA Paper 3 Annals of financial economics 2 Asia Pacific financial markets 2 Asia-Pacific financial markets 2 Bank of Japan working paper series 2 Borradores de economía 2 EconomiX Working Papers 2 Economics Bulletin 2 Economics letters 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Frankfurt School - Working Paper Series 2 International review of economics & finance : IREF 2 Journal of economic studies 2 Panoeconomicus 2 Studies in Economics and Finance 2 The North American journal of economics and finance : a journal of theory and practice 2 The journal of applied business research 2 The journal of futures markets 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2
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Source
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ECONIS (ZBW) 192 RePEc 46 EconStor 26 Other ZBW resources 3
Showing 221 - 230 of 267
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An investigation of price discovery and volatility spillovers in India's foreign exchange market
Sehgal, Sanjay; Ahmad, Wasim; Deisting, Florent - In: Journal of economic studies 42 (2015) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10011349038
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Dynamics between currency and equity in Chinese markets
Aftab, Muhammad; Rubi Ahmad; Izlin Ismail - In: Chinese management studies : CMS 9 (2015) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10011442116
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Disequilibria and contagion in financial markets : evidence from a new test
De Angelis, Luca; Gardini, Attilio - In: Journal of applied economics 18 (2015) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10011554982
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Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng - In: Economic modelling 51 (2015), pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
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Dynamics of sectoral business cycle comovement
Sandqvist, Anna Pauliina - 2015
In this paper a multivariate dynamic conditional correlation (DCC) general autoregressive conditional heteroskedasticity (GARCH) framework is employed to study dynamics of sectoral comovement across manufacturing sectors both in Germany and in the United States. Asymmetric effects both in...
Persistent link: https://www.econbiz.de/10011405571
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Are hedge funds uncorrelated with financial markets? : an empirical assessment
Guesmi, Khaled; Jebri, Saoussen; Jabri, Abdelkarim; … - In: The journal of applied business research 31 (2015) 5, pp. 1631-1636
Persistent link: https://www.econbiz.de/10011412363
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The dynamic correlation between energy commodities and Islamic stock market : analysis and forecasting
Chebbi, Tarek; Derbali, Abdelkader - In: International journal of trade and global markets 8 (2015) 2, pp. 112-126
Persistent link: https://www.econbiz.de/10011412849
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Time-varying nature and macroeconomic determinants of exchange rate pass-through
Ozkan, Ibrahim; Erden, Lutfi - In: International review of economics & finance : IREF 38 (2015), pp. 56-66
Persistent link: https://www.econbiz.de/10011572335
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Assessing the link between price and financial stability
Blot, Christophe; Creel, Jérôme; Hubert, Paul; … - In: Journal of financial stability 16 (2015), pp. 71-88
Persistent link: https://www.econbiz.de/10011573958
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The euro crisis and contagion among Central and Eastern European currencies : recommendations for avoiding lending in a safe haven currency such as CHF
Kiss, Gábor Dávid; Schuszter, Tamás - In: Prague economic papers : a bimonthly journal of … 24 (2015) 6, pp. 678-698
Persistent link: https://www.econbiz.de/10011415589
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