Search Results - subject:"GARCH-Copula"

Musampa, Kongolo; Eita, Joel Hinaunye; Meniago, Christelle - In: Economies : open access journal 12 (2024) 1, pp. 1-20

, based on the daily South African stock market index, using the GARCH Copula modelling technique. The results of the analysis …

Persistent link: https://www.econbiz.de/10014480171

Tian, Maoxi; El Khoury, Rim; Nasrallah, Nohade; … - In: The European journal of finance 30 (2024) 8, pp. 803–826

Persistent link: https://www.econbiz.de/10014547999

Ji, Hao; Naeem, Muhammad; Zhang, Jing; Tiwari, Aviral Kumar - In: Energy economics 136 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015046908

Tian, Maoxi; El Khoury, Rim; Alshater, Muneer Maher - In: Journal of international financial markets, … 82 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014246021

Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014473652

Wen, Shigang; Li, Jianping; Huang, Chuangxia; Zhu, Xiaoqian - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 190-202

Persistent link: https://www.econbiz.de/10014428035

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

Tian, Maoxi; Alshater, Muneer Maher; Yoon, Seong-min - In: Energy economics 115 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013541787

Tian, Maoxi; Ji, Hao - In: Finance research letters 44 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014520440

Cozier, John Gerard; Watson, Patrick K. - In: International economic journal 33 (2019) 1, pp. 111-127

Persistent link: https://www.econbiz.de/10012201604

A service of the