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ECONIS (ZBW)
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Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
Saved in:
2
Valuing volatility spillovers
Milunovich, George
;
Thorp, Susan
- In:
Global Finance Journal
17
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10005235152
Saved in:
3
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
Milunovich, George
;
Thorp, Susan
- In:
Journal of Multinational Financial Management
17
(
2007
)
4
,
pp. 275-289
Persistent link: https://www.econbiz.de/10005323662
Saved in:
4
Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins
Milunovich, George
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172514
Saved in:
5
Mapping out network connections between residential property markets
Milunovich, George
- In:
Economics letters
189
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227971
Saved in:
6
Cryptocurrencies, mainstream asset classes and risk factors : a study of connectedness
Milunovich, George
- In:
The Australian economic review
51
(
2018
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10012159184
Saved in:
7
Forecasting Australia's real house price index : A comparison of time series and machine learning methods
Milunovich, George
- In:
Journal of Forecasting
39
(
2020
)
7
,
pp. 1098-1118
Persistent link: https://www.econbiz.de/10012189079
Saved in:
8
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness
Milunovich, George
- In:
Australian Economic Review
51
(
2018
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10012085482
Saved in:
9
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
Saved in:
10
Cryptocurrency exchanges : predicting which markets will remain active
Milunovich, George
;
Lee, Seung Ah
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 945-955
Persistent link: https://www.econbiz.de/10013287889
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