Multivariate GARCH trang 1 tải miễn phí từ tailieunhanh

"Multivariate GARCH" 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

Multivariate t- distribution and garch modelling of volatility and conditional correlations on Brics stock markets

Multivariate t- distribution and garch modelling of volatility and conditional correlations on Brics stock markets

30 79 0

Volatility transmission and conditional correlation between oil prices, stock market and sector indexes: Empirics for Saudi stock market

Volatility transmission and conditional correlation between oil prices, stock market and sector indexes: Empirics for Saudi stock market

17 114 1

Garch modelling of conditional correlations and volatility of exchange rates in BRICS countries

Garch modelling of conditional correlations and volatility of exchange rates in BRICS countries

26 101 0