Academic literature on the topic 'VAR-GARCH-in-mean-BEKK'
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Journal articles on the topic "VAR-GARCH-in-mean-BEKK"
Su, Ruixin, Jianguo Du, Fakhar Shahzad, and Xingle Long. "Unveiling the Effect of Mean and Volatility Spillover between the United States Economic Policy Uncertainty and WTI Crude Oil Price." Sustainability 12, no. 16 (August 18, 2020): 6662. http://dx.doi.org/10.3390/su12166662.
Full textGyamerah, Samuel Asante, Bright Emmanuel Owusu, and and Ellis Kofi Akwaa-Sekyi. "Modelling the mean and volatility spillover between green bond market and renewable energy stock market." Green Finance 4, no. 3 (2022): 310–28. http://dx.doi.org/10.3934/gf.2022015.
Full textJin, Xue, Shiwei Zhou, Kedong Yin, and Mingzhen Li. "Relationships between Copper Futures Markets from the Perspective of Jump Diffusion." Mathematics 9, no. 18 (September 15, 2021): 2268. http://dx.doi.org/10.3390/math9182268.
Full textVardar, Gulin, and Berna Aydogan. "Return and volatility spillovers between Bitcoin and other asset classes in Turkey." EuroMed Journal of Business 14, no. 3 (October 7, 2019): 209–20. http://dx.doi.org/10.1108/emjb-10-2018-0066.
Full textWang, Wenbo, and Hail Park. "How Vulnerable Are Financial Markets to COVID-19? A Comparative Study of the US and South Korea." Sustainability 13, no. 10 (May 17, 2021): 5587. http://dx.doi.org/10.3390/su13105587.
Full textIbikunle, Babatunde Habib, and Seth K. Akutson. "Volatility spill over effect of cryptocurrency prices and foreign exchange in Nigeria." Journal of Global Social Sciences 3, no. 11 (September 1, 2022): 173–97. http://dx.doi.org/10.31039/jgss.v3i11.73.
Full textLiu, Jing, Xin Ding, Xiaoqian Song, Tao Dong, Aiwen Zhao, and Mi Tan. "Research on the Spillover Effect of China’s Carbon Market from the Perspective of Regional Cooperation." Energies 16, no. 2 (January 8, 2023): 740. http://dx.doi.org/10.3390/en16020740.
Full textBabalos, Vassilios, Guglielmo Maria Caporale, and Nicola Spagnolo. "Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis." Empirical Economics, November 12, 2019. http://dx.doi.org/10.1007/s00181-019-01783-5.
Full textAydoğan, Berna, Gülin Vardar, and Caner Taçoğlu. "Volatility spillovers among G7, E7 stock markets and cryptocurrencies." Journal of Economic and Administrative Sciences, January 11, 2022. http://dx.doi.org/10.1108/jeas-09-2021-0190.
Full textYousaf, Imran, Hasan Hanif, Shoaib Ali, and Syed Moudud-Ul-Huq. "Linkages between gold and Latin American equity markets: portfolio implications." Journal of Economics, Finance and Administrative Science ahead-of-print, ahead-of-print (August 20, 2021). http://dx.doi.org/10.1108/jefas-04-2020-0139.
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