Multivariate GARCH model trang 1 tải miễn phí từ tailieunhanh

"Multivariate GARCH model" trang 1 - tải miễn phí từ tailieunhanh

Does the choice of the multivariate GARCH model on volatility spillovers matter? Evidence from oil prices and stock markets in G7 countries

Does the choice of the multivariate GARCH model on volatility spillovers matter? Evidence from oil prices and stock markets in G7 countries

19 94 1

Hedging effectiveness of applying constant and timevarying hedge ratios: Evidence from Taiwan stock index spot and futures

Hedging effectiveness of applying constant and timevarying hedge ratios: Evidence from Taiwan stock index spot and futures

19 106 3