Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Sinha, Pankaj"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Markov-Chain Sampling Algori...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
GARCH
5
Commodity Transaction Tax
2
Futures
2
Recession effects
2
Spillover
2
Base Metals
1
CVaR
1
Crude oil
1
Non-normality
1
Value at risk (VaR)
1
market capitalization
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Sinha, Pankaj
Onour, Ibrahim
3
Dumitriu, Ramona
2
Sinha, Gyanesh
2
Stefanescu, Razvan
2
Antunes, João Marques
1
Ari, Yakup
1
Bhattacharyya, Surajit
1
Caiado, Jorge
1
Crato, Nuno
1
Douch, Mohamed
1
Enrique, Luis
1
Essaddam, Naceur
1
Ezzat, Hassan
1
Fuinhas, José Alberto
1
Hasan, Syed Akif
1
Jing, Li
1
Marques, António Cardoso
1
Mulyadi, Martin Surya
1
Osman, Ms. Amber
1
Saxena, Arunima
1
Schroeder, Gerhard
1
Subhani, Muhammad Imtiaz
1
Sánchez, Pedauga
1
Thompson, Henry
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Published in...
All
MPRA Paper
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility Spillover in India, USA and Japan Investigation of Recession Effects
Sinha, Pankaj
;
Sinha, Gyanesh
-
Volkswirtschaftliche Fakultät, …
-
2010
the very same day), or dynamic/lagged (with one day lag). A
GARCH
(1,1) model of modelling volatility has been undertaken …
Persistent link: https://www.econbiz.de/10011108677
Saved in:
2
Volatility Spillover in India, USA and Japan Investigation of Recession Effects
Sinha, Pankaj
;
Sinha, Gyanesh
-
Volkswirtschaftliche Fakultät, …
-
2010
the very same day), or dynamic/lagged (with one day lag). A
GARCH
(1,1) model of modelling volatility has been undertaken …
Persistent link: https://www.econbiz.de/10008543770
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
