You are on the new improved site. You can view the old site in view-only mode here until June 27, 2026

Filter Results

Search all journals

Enter search terms…

Advanced search

/

About

About Sage
About Sage Journals
Privacy Policy
Terms of Use
Contact Us
Help

Information for

Authors
Editors
Librarians
Researchers
Reviewers
Frequently asked questions

Copyright © 2026 by Sage Publications.京ICP备09090397号-11

Search results

Search results page

Articles (19)

Journals (0)

1-10 of 19 results for bivariate GARCH

Sort by:

Relevance

Select all

Select all

Sort by:

Relevance

Select article: International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model

Retricted access

Review article

First published 2003-4

International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model

Elyas Elyasiani, Iqbal Mansur

Journal of Accounting,Auditing & Finance

Select article: Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH

Retricted access

Research article

First published 2016-10

Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH

Pankaj Sinha, Shalini Agnihotri

Global Business Review

Select article: Tourism Demand Spillovers between Australia and New Zealand

Retricted access

Research article

First published 2016-7

Tourism Demand Spillovers between Australia and New Zealand

Faruk Balli, Wai Hong Kan Tsui

Journal of Travel Research

Select article: Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis

Retricted access

Research article

First published 2015-2

Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis

Krishna Reddy Chittedi

Global Business Review

Select article: Oil Price Uncertainty and Industrial Production

Retricted access

Research article

First published 2013-07

Oil Price Uncertainty and Industrial Production

Karl Pinno, Apostolos Serletis

The Energy Journal

Select article: Financial volatility estimation using functional gradient descent algorithm

Retricted access

Research article

First published 2017-11

Financial volatility estimation using functional gradient descent algorithm

Steve S. Chung, Xu-Feng Niu

Model Assisted Statistics and Applications

Select article: Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study

Retricted access

Research article

First published 2018-11

Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study

Sanjay Sehgal, Mala Dutt

Management and Labour Studies

Select article: Exchange Rate Volatility and Trade Flows of the U.K. in 1990s *

Retricted access

Research article

First published 2005-3

Exchange Rate Volatility and Trade Flows of the U.K. in 1990s *

Hae-du Hwang, Jin-woo Lee

International Area Studies Review

Select article: Oil Prices and Equity Market Volatility in the Asia-Pacific Region: A Multivariate GARCH and Wavelet Coherence Approach

Retricted access

Research article

First published 2026

Oil Prices and Equity Market Volatility in the Asia-Pacific Region: A Multivariate GARCH and Wavelet Coherence Approach

Le Thi Minh Huong, Younis Ahmed Ghulam, Tran Thi Yen Vinh

Margin: The Journal of Applied Economic Research

Select article: Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model

Open access

Research article

First published 2021-1

Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model

Fahim Afzal, Pan Haiying, Farman Afzal [...]

Sage Open

1
2
10 / page

Article type

Publication date

Subjects

Access