Financial Market Interconnections Analyzed Using GARCH Univariate and Multivariate Models-Reference-Cited by-同舟云学术

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Financial Market Interconnections Analyzed Using GARCH Univariate and Multivariate Models

Published:2022-09-19 Issue:3/2022 Volume:56 Page:101-118
ISSN:0424-267X
Container-title:ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
language:
Short-container-title:ECECSR

Author:

LUCIAN CLAUDIU ANGHEL,MARIA-CRISTINA ZWAK-CANTORIU,SUHAN MENDON,ATTILA GYORGY,SIMONA ERMIS,JATIN TRIVEDI

Publisher

Bucharest University of Economic Studies

Subject

Applied Mathematics,Computer Science Applications,Economics and Econometrics

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sectoral Volatility in Borsa Istanbul: A GARCH-based Comparative Analysis;Ahi Evran Üniversitesi Sosyal Bilimler Enstitüsü Dergisi;2024-07-31

2. Volatility Analysis and Cryptocurrency Interconnections;Theoretical Economics Letters;2024

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