ARTICLE
|
doi:10.20944/preprints201902.0039.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Volatility; Stocks; Persistence; Exchange Rate, Inflation Rate; Financial Time Series; Generalized Autoregressive Conditional Heteroscedasticity (GARCH); Multivariate GARCH (MGARCH)
Online: 4 February 2019 (14:56:07 CET)
ARTICLE
|
doi:10.20944/preprints202404.1392.v1
Subject:
Finance,
Business, Economics And Management
Keywords:
Sectoral CDS; Conventional and Islamic emerging stock market indices; MGARCH; Safe haven; Hedging effectiveness; bubble crypto currency; COVID-19
Online: 22 April 2024 (09:57:48 CEST)