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  1. Asai, Manabu [Author]; Chang, Chia-Lin [Author]; McAleer, Michael [Author]; Pauwels, Laurent [Author]

    Asymptotic and finite sample properties for multivariate rotated GARCH models

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    2021

    Published in: Econometrics ; 9(2021), 2 vom: Juni, Artikel-ID 21, Seite 1-21

  2. Padhi, Puja [Author]; Shekhar, Himani [Author]; Handa, Akanksha [Author]

    Anatomy of price volatility transmission in Indian vegetables market

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    Mumbai: Department Economic and Policy Research, Reserve Bank of India, Jul 06, 2023

    Published in: Study ; 49

  3. Monte, Edson Zambon [Author]; Defanti, Lucas Barbosa [Author]

    Dynamic interdependence and volatility transmission from the American to the Brazilian stock market

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    Brussels, Belgium: EERI, Economics and Econometrics Research Institute, [2021]

    Published in: EERI research paper series ; 2021,9

  4. Joseph, Tonuchi E. [Author]; Jahanger, Atif [Author]; Owne, Joshua Chukwuma [Author]; Balsalobre-Lorente, Daniel [Author]

    The implication of cryptocurrency volatility on five largest African fnancial system stability

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    2024

    Published in: Financial innovation ; 10(2024), Artikel-ID 42, Seite 1-19

  5. Thieu, Le Quyen [Author] ; Paris 6 [Contributor]; Bosq, Denis [Contributor]; Francq, Christian [Contributor]

    Inférence de modèles conditionnellement hétéroscédastiques avec variables exogènes ; Inference of heteroskedastic conditional models with exogenous variables

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    theses.fr, 2016-11-24

  6. Çiçek, Serkan [Author]; Yıldırım, Aynur [Author]

    The impact of domestic and global factors on individual public, domestic and foreign bank performances in Türkiye

    2024

    Published in: Türkiye Cumhuriyet Merkez Bankası: Central Bank review ; 24(2024), 1 vom: März, Artikel-ID 100139, Seite 1-16

  7. Wamiliana [Author]; Russel, Edwin [Author]; Alam, Iskandar Ali [Author]; Widiarti [Author]; Hairani, Tuti [Author]; Mustofa Usman [Author]

    Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model

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    2024

    Published in: International Journal of Energy Economics and Policy ; 14(2024), 1, Seite 579-591

  8. Zhao, Yihang [Author]; Zhou, Zhenxi [Author]; Zhang, Kaiwen [Author]; Zhao, Huiru [Author]; Sun, Jingqi [Author]; Sun, Dong [Author]; Wu, Zhaoyuan [Author]; Guo, Sen [Author]

    Spillover Effects and Market Efficiency of Global Emission Trading System Based on Structural Breakpoints

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    [S.l.]: SSRN, [2023]

  9. Das, Runumi [Author]; Debnath, Arabinda [Author]

    Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets

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    2022

    Published in: Revista finanzas y política económica ; 14(2022), 2 vom: Juli/Dez., Seite 411-452

  10. Dehbashi, Vahid [Author]; Mohammadi, Teymour [Author]; Bahrami, Javid [Author]; Shakeri, Abbas [Author]

    Comparing the volatility spillovers among financial markets in Iran pre and post JCPOA : a VAR-BEKK-GARCH approach

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    2022

    Published in: Iranian economic review ; 26(2022), 1 vom: März, Seite 133-146

  11. Emenike, Kalu O. [Author]

    How does sovereign bond volatility interact between African countries?

    2022

    Published in: Journal of derivatives and quantitative studies ; 30(2022), 4, Seite 246-259