المؤلفون: Müller, Fernanda Maria^{Aff1, IDs1061402210330x_cor1}, Righi, Marcelo Brutti

المصدر: Computational Economics. 63(1):75-110

المؤلفون: Fakhfekh, Mohamed, Jeribi, Ahmed, Ghorbel, Ahmed, Hachicha, Nejib

المصدر: International Journal of Emerging Markets, 2021, Vol. 18, Issue 4, pp. 978-1006.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/IJOEM-03-2020-0264

المؤلفون: Asaidi, H., Aarab, A.

المصدر: 2010 5th International Symposium On I/V Communications and Mobile Network I/V Communications and Mobile Network (ISVC), 2010 5th International Symposium on. :1-4 Sep, 2010

Relation: 2010 5th International Symposium On I/V Communications and Mobile Network (ISVC)

المؤلفون: Carlo Drago, Andrea Scozzari

المصدر: Mathematics, Vol 11, Iss 2, p 382 (2023)

مصطلحات موضوعية: network analysis, mining financial data, maximal cliques, multivariate GARCH models, BEKK, DCC, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/11/2/382; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/3b5c0a8b52434860a638ea5e9a43ce90

المؤلفون: Tomáš Cipra, Radek Henych

المصدر: Statistika: Statistics and Economy Journal, Vol 99, Iss 3, Pp 259-271 (2019)

مصطلحات موضوعية: Currency covolatilities, investment index, multivariate GARCH models, pay off ratio, recursive estimation, Statistics, HA1-4737

وصف الملف: electronic resource

Relation: https://www.czso.cz/documents/10180/88506454/32019719q3_259_cipra_analyses.pdf/57582a58-de3c-49a1-b026-0182d1934738?version=1.0; https://doaj.org/toc/0322-788X; https://doaj.org/toc/1804-8765

URL الوصول: https://doaj.org/article/e90c0db4ba5d4f4abd4065931aaf03cc

المؤلفون: Fasanya Ismail Olaleke, Olawepo Feyikunayo

المصدر: Agricultura Tropica et Subtropica, Vol 51, Iss 4, Pp 165-174 (2018)

مصطلحات موضوعية: price volatility, inflation rate, exchange rate, oil prices, interest rate, multivariate garch models, Agriculture

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1801-0571

URL الوصول: https://doaj.org/article/0b7bb92ef13a480ba76f1c6076cdca9e

المؤلفون: Pablo Urtubia, Alfonso Novales, Andrés Mora-Valencia

المصدر: Mathematics, Vol 9, Iss 21, p 2736 (2021)

مصطلحات موضوعية: cross-hedging, futures markets, hedging efficiency, asymmetric multivariate GARCH models, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/9/21/2736; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/21ae80647a074c20b9f4fcb6a87b6cc8

المؤلفون: Hossein Tavakolian, Seyed Amir Etemadi, Reza Tehrani

المصدر: Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, Vol 6, Iss 21, Pp 33-61 (2016)

مصطلحات موضوعية: return, spillover, volatility, multivariate garch models, Social Sciences, Energy industries. Energy policy. Fuel trade, HD9502-9502.5

وصف الملف: electronic resource

Relation: https://jiee.atu.ac.ir/article_7972_8d41be5acc417d0a4272061adee76e25.pdf; https://doaj.org/toc/2423-5954; https://doaj.org/toc/2476-6437

URL الوصول: https://doaj.org/article/ae8aedabb9904c1a9d287327c2e22a44

المؤلفون: Ángeles Cebrián-Hernández, Enrique Jiménez-Rodríguez

المصدر: Mathematics, Vol 9, Iss 3, p 267 (2021)

مصطلحات موضوعية: Bitcoin, volatility, key financial environment variables, multivariate GARCH models, constant conditional correlation, dynamic conditional correlation, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/9/3/267; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/01b6075d848940d888709239c1525118

المؤلفون: Ribeiro, Pedro Pires, Curto, José Dias

المصدر: Review of World Economics: Weltwirtschaftliches Archiv. February 2017 153(1):105-136