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1-6 of 6 results for multivariate EGARCH

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Restricted accessResearch articleFirst published June, 2001

Modelling Linkages Between Australian Financial Futures Markets

Sangbae Kim, Francis In, Christopher Viney

Australian Journal of Management

Restricted accessResearch articleFirst published February, 2021

Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model

Ngo Thai Hung

Global Business Review

Restricted accessResearch articleFirst published December, 2023

Exploring the Relevance of Crude Oil Prices and Installed Generation Capacity in Prognosticating the NIFTY Energy Index

Avik Ghosh, Suvajit Banerjee

Millennial Asia

Restricted accessResearch articleFirst published May, 2026

Resilience and risk: Financial performance of lodging REITs and major financial indices to market crises

Apostolos Ampountolas

Tourism Economics

Restricted accessResearch articleFirst published 2022

Assessment of Volatility Contagion Effect Between Major Financial Markets During COVID-19 Pandemic Catastrophes

Pratibha Rai, Priya Gupta, Ajay Chauhan [...]

Vision: The Journal of Business Perspective

Restricted accessResearch articleFirst published June, 2023

Does Information Spillover and Leverage Effect Exist in World Gold Markets?

S. Maria Immanuvel, D. Lazar

Global Business Review

Search results

Articles (6)

Journals (0)

1-6 of 6 results for multivariate EGARCH

Sort by:

Relevance

Select all

Sort by:

Relevance

Restricted accessResearch articleFirst published June, 2001

Modelling Linkages Between Australian Financial Futures Markets

Sangbae Kim, Francis In, Christopher Viney

Australian Journal of Management

Restricted accessResearch articleFirst published February, 2021

Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model

Ngo Thai Hung

Global Business Review

Restricted accessResearch articleFirst published December, 2023

Exploring the Relevance of Crude Oil Prices and Installed Generation Capacity in Prognosticating the NIFTY Energy Index

Avik Ghosh, Suvajit Banerjee

Millennial Asia

Restricted accessResearch articleFirst published May, 2026

Resilience and risk: Financial performance of lodging REITs and major financial indices to market crises

Apostolos Ampountolas

Tourism Economics

Restricted accessResearch articleFirst published 2022

Assessment of Volatility Contagion Effect Between Major Financial Markets During COVID-19 Pandemic Catastrophes

Pratibha Rai, Priya Gupta, Ajay Chauhan [...]

Vision: The Journal of Business Perspective

Restricted accessResearch articleFirst published June, 2023

Does Information Spillover and Leverage Effect Exist in World Gold Markets?

S. Maria Immanuvel, D. Lazar

Global Business Review