Global uncertainties, volatility return and dependence structure on thematic investing using GARCH and copula approaches-Reference-Cited by-同舟云学术

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Global uncertainties, volatility return and dependence structure on thematic investing using GARCH and copula approaches

Published:2023 Issue: Volume: Page:
ISSN:
Container-title:Reference Module in Social Sciences
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Author:

Gavrilakis Nektarios,Floros Christos

Publisher

Elsevier

Reference74 articles.

1. Estimating stock market volatility using asymmetric GARCH models;Alberg;Appl. Financ. Econ.,2008

2. A GARCH modeling of volatility and M-GARCH approach of stock market linkages of North America;Ajaya;Global Bus. Rev.,2018

3. A new look at the statistical model identification;Akaike;IEEE Trans. Automat. Control,1974

4. Modeling asymmetric market volatility with univariate GARCH models: evidence from Nasdaq-100;Aliyev;J. Econ. Asymmetries,2020

5. Thematic investment strategies: cointegration relationship between robotic investment index and BIST100;Altan;Int. J. Mech. Eng. Educ.,2022

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