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Search: subject:"DCCGARCH"
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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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Undetermined
134
Free
107
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Article
215
Book / Working Paper
52
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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
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2
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2
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2
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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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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
All
ECONIS (ZBW)
192
RePEc
46
EconStor
26
Other ZBW resources
3
Showing
61
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70
of
267
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61
Time-varying relationship and volatility spillovers among oil, gold, forex and stock markets in Indian context : the juxtaposition of global economic crisis and COVID-19 pandemic
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
The Indian economic journal
71
(
2023
)
4
,
pp. 748-767
Persistent link: https://www.econbiz.de/10014324941
Saved in:
62
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:
63
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:
64
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:
65
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:
66
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:
67
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:
68
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:
69
COVID-19 and the forward-looking stock-bond return relationship
Cai, Xiaojing
;
Cong, Yingnan
;
Sakemoto, Ryuta
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 297-301
Persistent link: https://www.econbiz.de/10013553396
Saved in:
70
Dynamic volatility spillover across stock markets of India and its trading partners : an empirical investigation
Kaura, Ruchika
;
Rajput, Namita
- In:
International journal of economics and business …
26
(
2023
)
1
,
pp. 84-109
Persistent link: https://www.econbiz.de/10014309309
Saved in:
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