Search Results - subject:"GARCH"

Gharaibeh, Omar K.; Kharabsheh, Buthiena - In: Montenegrin journal of economics 19 (2023) 3, pp. 21-36

Persistent link: https://www.econbiz.de/10014427242

Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023

Persistent link: https://www.econbiz.de/10013482253

Saâdaoui, Foued; Ghadhab, Imen - In: International transactions in operational research : a … 30 (2023) 5, pp. 2139-2157

Persistent link: https://www.econbiz.de/10014259113

Kim, Chae-yŏng; Lee, Joon-Hyuck - In: Seoul journal of economics : SJE 36 (2023) 2, pp. 233-246

Persistent link: https://www.econbiz.de/10014287845

Rufino, Cesar C. - In: DLSU business & economics review 32 (2023) 2, pp. 23-32

Persistent link: https://www.econbiz.de/10014287859

Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 15 (2023) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10014288366

Pons, Adrià; Cristobal-Fransi, Eduard; Vintrò, Carla; … - In: Computational economics 61 (2023) 1, pp. 295-315

Persistent link: https://www.econbiz.de/10014228427

Bridges, Deborah; Tenkorang, Frank; Nies, Greg - In: The review of economic and business studies : REBS 16 (2023) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10014529403

Dias, Rui; Teixeira, Nuno; Pardal, Pedro; Godinho, Teresa - In: International journal of corporate finance and … 10 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10015050644

Shakeel, Moonis; Rabbani, Mustafa Raza; Hawaldar, Iqbal … - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-10

Generalized Conditional Correlation GARCH model (DCC GARCH) and the BEKK GARCH model. We investigate the spillover effects using …

Persistent link: https://www.econbiz.de/10014502887

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