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Search: subject:"DCCGARCH"
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DCC-GARCH
182
Volatility
73
Volatilität
71
Stock market
65
Aktienmarkt
63
ARCH model
55
ARCH-Modell
55
Börsenkurs
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51
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42
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42
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42
Welt
42
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41
DCC-GARCH model
40
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39
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38
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37
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32
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26
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COVID-19
16
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Guesmi, Khaled
7
Blot, Christophe
6
Bodnar, Taras
6
Faldzinski, Marcin
6
Hautsch, Nikolaus
6
Hubert, Paul
6
Labondance, Fabien
6
Saraceno, Francesco
6
Ahmad, Wasim
5
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
Sehgal, Sanjay
5
Bouri, Elie
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
Choudhury, Tonmoy
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
Liow, Kim Hiang
3
Nguyen, Duc Khuong
3
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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
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1
Financialisation, Economy, Society & Sustainable Development (FESSUD) Project
1
Frankfurt School of Finance and Management
1
International Institute of Social and Economic Sciences
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Sciences économiques, Sciences Po
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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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Finance research letters
12
Energy economics
7
Economic modelling
6
Institute of Economic Research Working Papers
6
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
Economic Modelling
4
Global business review
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
Computational economics
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
Cogent Economics & Finance
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
Panoeconomicus
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
ZEW Discussion Papers
2
2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia
1
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Source
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ECONIS (ZBW)
180
RePEc
46
EconStor
25
Showing
41
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50
of
251
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41
Time-varying granger causality tests for applications in global crude oil markets : a study on the DCC-MGARCH Hong test
Caporina, Massimiliano
;
Costola, Michele
-
2021
Analysing causality among oil prices and, in general, among financial and economic variables is of central relevance in applied economics studies. The recent contribution of Lu et al. (2014) proposes a novel test for causality- the DCC-MGARCH Hong test. We show that the critical values of the...
Persistent link: https://www.econbiz.de/10012643850
Saved in:
42
Volatility spillover and international contagion of housing bubbles
Bago, Jean-Louis
;
Akakpo, Koffi
;
Rherrad, Imad
; …
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
7
,
pp. 1-14
the multivariate time-varying
DCC-GARCH
model. Third, we assess bubble contagion by estimating a non-parametric model of …
Persistent link: https://www.econbiz.de/10012622423
Saved in:
43
Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin : evidence from
DCC–GARCH
and quantile models
Bahloul, Slah
;
Mroua, Mourad
;
Naifar, Nader
- In:
Journal of Islamic accounting and business research
14
(
2023
)
8
,
pp. 1167-1181
Persistent link: https://www.econbiz.de/10014452379
Saved in:
44
Dynamics of a newly established agricultural commodities market : financialization, hedging and portfolio diversification in Turkey
Acikgoz, Turker
;
Alp, Ozge Sezgin
;
Alkan, Nazlan Belemir
- In:
Annals of financial economics
18
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014442630
Saved in:
45
Is there a cost for sustainable investments : evidence from dynamic conditional correlation
Sharma, Gagan Deep
;
Talan, Gaurav
;
Bansal, Sanchita
; …
- In:
Journal of sustainable finance & investment
13
(
2023
)
2
,
pp. 1009-1029
Persistent link: https://www.econbiz.de/10014373536
Saved in:
46
The road less travelled : GameFi as a hedge or a safe haven for international indices
Bo, Congcong
;
Shen, Dehua
- In:
Finance research letters
57
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014513379
Saved in:
47
Can diversification be improved by using cryptocurrencies? : evidence from Indian equity market
Jana, Susovon
;
Sahu, Tarak Nath
- In:
Journal of financial economic policy
15
(
2023
)
6
,
pp. 573-595
Persistent link: https://www.econbiz.de/10014431218
Saved in:
48
Dynamic correlations and volatility spillovers between subsectoral clean-energy stocks and commodity futures markets : a hedging perspective
Coskun, Merve
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1727-1749
Persistent link: https://www.econbiz.de/10014433002
Saved in:
49
Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
Saved in:
50
Risk perception and cost of capital in emerging market projects using dynamic conditional correlation model
Afzal, Farman
;
Shehzad, Ayesha
;
Rehman, Hafiz Muhammad
; …
- In:
International journal of Islamic and Middle Eastern …
16
(
2023
)
2
,
pp. 253-273
Persistent link: https://www.econbiz.de/10014339646
Saved in:
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