Showing 1 - 3 results of 3 for search '"BEKK"', query time: 0.02s Refine Results
  1. 1
    Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria

    Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria by Emenike Kalu O.

    Published 2014-05-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  2. 2
    THE VOLATILITY SPILLOVER EFFECT OF COVID-19 ON INVESTOR SENTIMENT IN JOHANNESBURG STOCK EXCHANGE

    THE VOLATILITY SPILLOVER EFFECT OF COVID-19 ON INVESTOR SENTIMENT IN JOHANNESBURG STOCK EXCHANGE by Kago Matlhaku, Sune Ferreira-Schenk

    Published 2024-12-01
    Subjects:
    Get full text
    Article
    Save to List
    Saved in:
  3. 3
    Multivariate GARCH models with spherical parameterizations: an oil price application

    Multivariate GARCH models with spherical parameterizations: an oil price application by Luca Vincenzo Ballestra, Riccardo De Blasis, Graziella Pacelli

    Published 2025-01-01
    Subjects: “…BEKK…”
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: