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Search: subject:"adcc"
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Aktienmarkt
21
Stock market
21
Volatility
17
Volatilität
17
ARCH model
15
ARCH-Modell
15
ADCC-GARCH
14
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13
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Ghorbel, Ahmed
5
Sehgal, Sanjay
5
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3
Mittal, Anand
3
Mittal, Arjun
3
Zardoub, Amna
3
Anas, Muhammad
2
Ashfaq, Saira
2
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2
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2
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2
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Kayani, Ghulam Mujtaba
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1
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1
Arfinto, Erman
1
Arfinto, Erman Denny
1
Azhar Mohamad
1
Bang, Nupur Pavan
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Finance research letters
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Cogent Economics & Finance
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International journal of emerging markets
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International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of International Financial Markets, Institutions and Money
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Journal of Risk and Financial Management
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1
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1
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1
Macroeconomic dynamics
1
Quantitative finance and economics
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of risk finance : JRF
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
41
EconStor
5
RePEc
4
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1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
Sequential management of energy and low-carbon portfolios
Gargallo, Pilar
;
Lample, Luis
;
Miguel, Jesús A.
; …
- In:
Research in international business and finance
69
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015052457
Saved in:
3
Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX : a comparison between DCC,
ADCC
and GO-GARCH models
Hachicha, Nejib
;
Ghorbel, Ahmed
;
Feki, Mohamed Chiheb
; …
- In:
Borsa Istanbul Review
22
(
2022
)
2
,
pp. 209-225
January 2000 to April 2019, along with, DCC,
ADCC
and GO-GARCH models as well as a hedging effectiveness criterion, we …
Persistent link: https://www.econbiz.de/10013183878
Saved in:
4
Do commodities hedge regional stock markets at the same effectiveness level? : evidence from MGARCH models
Zghal, Rania
;
Melki, Amel
;
Ghorbel, Ahmed
- In:
International journal of emerging markets
19
(
2024
)
5
,
pp. 1359-1384
Persistent link: https://www.econbiz.de/10014560307
Saved in:
5
Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Joo, Young C.
;
Park, Sung Y.
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014534817
Saved in:
6
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
Saved in:
7
An application of
ADCC
-GARCH and wavelet coherence to explore connectedness between stock markets and cryptocurrencies
Jana, Susovon
;
Pandey, Krishna Dayal
;
Sahu, Tarak Nath
- In:
International journal of electronic finance : IJEF
13
(
2024
)
2
,
pp. 168-195
Persistent link: https://www.econbiz.de/10015064350
Saved in:
8
Do Instabilities in National Macroeconomic Factors Contribute to Channeling Volatility Spillover from the Global to the Islamic Equity Market?
Muharam, Harjum
;
Najmudin, Najmudin
;
Mawardi, Wisnu
; …
- In:
Comparative Economic Research. Central and Eastern Europe
24
(
2021
)
1
,
pp. 103-121
derive values of volatility for all variables; an asymmetry dynamic conditional correlation (
ADCC
) model to produce a measure …
Persistent link: https://www.econbiz.de/10013204661
Saved in:
9
Do Instabilities in national macroeconomic factors contribute to channeling volatility spillover from the global to the Islamic equity market?
Muharam, Harjum
;
Najmudin, Najmudin
;
Mawardi, Wisnu
; …
- In:
Comparative economic research : Central and Eastern Europe
24
(
2021
)
1
,
pp. 103-121
derive values of volatility for all variables; an asymmetry dynamic conditional correlation (
ADCC
) model to produce a measure …
Persistent link: https://www.econbiz.de/10012664825
Saved in:
10
The impact of the COVID-19 pandemic on the nexus between the investor's sentiment and the financial market dynamics : evidence from the Chinese market
Soltani, Hayet
;
Abbes, Mouna Boujelbène
- In:
Asia-Pacific journal of business administration
15
(
2023
)
5
,
pp. 673-694
Persistent link: https://www.econbiz.de/10014455559
Saved in:
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