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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
51
Share price
51
Correlation
42
Korrelation
42
Spillover effect
42
Spillover-Effekt
42
Welt
42
World
41
DCC-GARCH model
40
Schätzung
39
Estimation
38
Financial crisis
37
Finanzkrise
32
Hedging
26
Portfolio selection
26
Portfolio-Management
26
Theorie
22
Ansteckungseffekt
21
Capital income
21
Contagion effect
21
Coronavirus
21
Kapitaleinkommen
21
Oil price
21
Theory
21
Ölpreis
21
COVID-19
16
China
16
Risiko
16
Risk
16
Commodity derivative
15
India
15
Rohstoffderivat
15
Aktienindex
14
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Undetermined
122
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103
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Article
199
Book / Working Paper
52
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Article in journal
164
Aufsatz in Zeitschrift
164
Working Paper
27
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13
Graue Literatur
13
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13
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11
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2
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English
206
Undetermined
42
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2
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1
Author
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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
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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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
71
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80
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251
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71
Analysis of the time-frequency connectedness between gold prices, oil prices and Hungarian financial markets
Ngo Thai Hung
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 51-59
Persistent link: https://www.econbiz.de/10012500476
Saved in:
72
Dynamic spillovers between gulf cooperation council's stocks, VIX, oil and gold volatility indices
Alqahtani, Abdullah
;
Chevallier, Julien
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
4/69
,
pp. 1-17
oil (OVX), gold (GVZ), and S&P500 (VIX) markets (considered in log-difference). We use weekly data and resort to
DCC-GARCH
…
Persistent link: https://www.econbiz.de/10012302563
Saved in:
73
The time-varying correlation between cryptocurrency policy uncertainty and cryptocurrency returns
Karaömer, Yunus
- In:
Studies in economics and finance
39
(
2022
)
2
,
pp. 297-310
Persistent link: https://www.econbiz.de/10013173213
Saved in:
74
Is the COVID-19 pandemic more contagious for the Asian stock markets? : a comparison with the Asian financial, the US subprime and the Eurozone debt crisis
Chopra, Monika
;
Mehta, Chhavi
- In:
Journal of Asian economics
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013431209
Saved in:
75
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
76
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
77
Gold, bonds, and epidemics : a safe haven study
Choudhury, Tonmoy
;
Kinateder, Harald
;
Neupane, Biwesh
- In:
Finance research letters
48
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013463766
Saved in:
78
You sneeze, and the markets are paranoid : the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock-bond correlation
Banerjee, Ameet Kumar
- In:
The journal of risk finance : JRF
23
(
2022
)
5
,
pp. 652-668
Persistent link: https://www.econbiz.de/10013454956
Saved in:
79
A clean, green haven? : examining the relationship between clean energy, clean and dirty cryptocurrencies
Ren, Boru
;
Lucey, Brian M.
- In:
Energy economics
109
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013283923
Saved in:
80
Are energy markets informationally smarter than equity markets? : evidence from the COVID-19 experience
Ashok, Shruti
;
Corbet, Shaen
;
Dhingra, Deepika
; …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553772
Saved in:
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