Showing 1 - 4 results of 4 for search '"Volatility Spillover"', query time: 0.03s Refine Results
  1. 1
    Dynamic connectedness and volatility spillover in the Brazilian agricultural market after the Covid-19 pandemic

    Dynamic connectedness and volatility spillover in the Brazilian agricultural market after the Covid-19 pandemic by Daniel Henrique Dario Capitani, Luiz Eduardo Gaio

    Published 2024-12-01
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  2. 2
    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model

    Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

    Published 2024-03-01
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  3. 3
    BİST ANA SEKTÖR ENDEKSLERİNİN VOLATİLİTE ETKİLEŞİMİ: COVID-19 DÖNEMİNE İLİŞKİN BULGULAR

    BİST ANA SEKTÖR ENDEKSLERİNİN VOLATİLİTE ETKİLEŞİMİ: COVID-19 DÖNEMİNE İLİŞKİN BULGULAR by Fatih Güzel

    Published 2022-10-01
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  4. 4
    Volatility spillovers and conditional correlations between oil, renewables and stock markets: A multivariate GARCH-in-mean analysis

    Volatility spillovers and conditional correlations between oil, renewables and stock markets: A multivariate GARCH-in-mean analysis by Wenxue Wang, Peter G. Moffatt, Zheng Zhang, Muhammad Yousaf Raza

    Published 2025-01-01
    Subjects: “…Volatility spillovers…”
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