Narrow search
Showing 1 - 3 of 3
Cover Image
Does the choice of the multivariate GARCH model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries
Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 164-182
Persistent link: https://www.econbiz.de/10012505769
Cover Image
A note on the use of the Box-Cox transformation for financial data
Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of computational economics and … 10 (2020) 4, pp. 419-422
Persistent link: https://www.econbiz.de/10012507555
Cover Image
The stock market - oil prices variability relationship in the USA : the financial crisis effect
Mademlis, Dimitrios Kartsonakis; Dritsakis, Nikolaos - In: International journal of computational economics and … 13 (2023) 2, pp. 129-152
Persistent link: https://www.econbiz.de/10014307712