Results 231 to 234 of about 6,108 (234)

Volatility of the alternative energy input prices and spillover effects: a VAR [MA]-MGARCH in BEKK approach for the Turkish economy

Environmental science and pollution research international, 2019
S. Katircioğlu, Tezcan Abasız, S. Sezer, Setareh Katircioglu   +3 more
semanticscholar   +1 more source

An Empirical Study on Supply Chain Risk Contagion Effect Based on VAR-GARCH (1,1)–BEKK Model

Wireless personal communications, 2019
Wenjun Pan, Huida Zhao, Lin Miu
semanticscholar   +1 more source

Volatility Transmission Between Oil and Stock Markets: A Extreme-BEKK-GARCH Model

Computational Economics
exaly  

Co-movements Between Bitcoin and Gold: Multivariate BEKK-GARCH Models

openaire   +1 more source