المؤلفون: Yan, Kejia, Yan, Huqin, Gupta, Rakesh

مصطلحات موضوعية: Public health, Applied economics, Financial accounting, Social Sciences, Business, Finance, Business & Economics, cryptocurrencies, dynamic conditional correlation

العلاقة: Journal of Risk and Financial Management; Yan, K; Yan, H; Gupta, R, Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19?, Journal of Risk and Financial Management, 2022, 15 (3), pp. 113; http://hdl.handle.net/10072/414110Test

الإتاحة: https://doi.org/10.3390/jrfm15030113Test
http://hdl.handle.net/10072/414110Test

المؤلفون: Cebrián Hernández, Ángeles, Jiménez Rodríguez, Enrique

المساهمون: Universidad de Sevilla. Departamento de Economía Aplicada I

مصطلحات موضوعية: Bitcoin, Volatility, Key financial environment variables, Multivariate GARCH models, Constant conditional correlation, Dynamic conditional correlation, Varying conditional correlation

العلاقة: Mathematics, 9 (3), Article 267.; https://doi.org/10.3390/math9030267Test; https://idus.us.es/handle//11441/104596Test

الإتاحة: https://doi.org/10.3390/math9030267Test
https://idus.us.es/handle//11441/104596Test

المؤلفون: Fallanca, Maria Grazia, Forgione, Antonio Fabio, Otranto, Edoardo

المساهمون: Fallanca, Maria Grazia, Forgione, Antonio Fabio, Otranto, Edoardo

مصطلحات موضوعية: Delinquency rate, Macroeconomic factor, Dynamic Conditional Correlation, Non-linear autoregressive models

وصف الملف: ELETTRONICO

العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000610321900001; volume:14; issue:1; Article Number 21; firstpage:1; lastpage:15; numberofpages:15; journal:JOURNAL OF RISK AND FINANCIAL MANAGEMENT; http://hdl.handle.net/11570/3183068Test; https://wwwTest.mdpi.com/1911-8074/14/1/21

الإتاحة: https://doi.org/10.3390/jrfm14010021Test
http://hdl.handle.net/11570/3183068Test
https://wwwTest.mdpi.com/1911-8074/14/1/21

المؤلفون: Yang, Lu, Ma, Jason Z., Hamori, Shigeyuki

مصطلحات موضوعية: dynamic conditional correlation, generalized autoregressive score functions, time-varying copula function, CoVaR

العلاقة: info:doi/10.3390/su10020324

الإتاحة: http://www.lib.kobe-u.ac.jp/handle_kernel/90004758Test
http://www.lib.kobe-u.ac.jp/repository/90004758.pdfTest

المؤلفون: Mariagrazia Fallanca, Antonio Fabio Forgione, Edoardo Otranto

المصدر: Journal of Risk and Financial Management, Vol 14, Iss 21, p 21 (2021)

مصطلحات موضوعية: delinquency rates, macroeconomic factors, Dynamic Conditional Correlation, non-linear autoregressive models, Risk in industry. Risk management, HD61, Finance, HG1-9999, demo, eco

العلاقة: gbv-ppn:1745049924; Journal: Journal of Risk and Financial Management; Volume: 14; Year: 2021; Issue: 1; Pages: 1-15; Basel: MDPI; https://doi.org/10.3390/jrfm14010021Test

الإتاحة: https://doi.org/10.3390/jrfm14010021Test

المؤلفون: Antonio Fabio Forgione, Edoardo Otranto, Mariagrazia Fallanca

المصدر: Journal of Risk and Financial Management
Volume 14
Issue 1
Journal of Risk and Financial Management, Vol 14, Iss 21, p 21 (2021)

مصطلحات موضوعية: lcsh:Risk in industry. Risk management, Average level, Linkage (mechanical), non-linear autoregressive models, delinquency rates, law.invention, Correlation, Dynamic Conditional Correlation, law, 0502 economics and business, lcsh:Finance, lcsh:HG1-9999, ddc:330, Economics, Econometrics, sort, 050207 economics, Subprime mortgage crisis, 050208 finance, 05 social sciences, Delinquency rates, Macroeconomic factors, Non-linear autoregressive models, lcsh:HD61, Loan, macroeconomic factors, Constant (mathematics), Non-performing loan

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::88c029c19719d972982a944905f2910cTest
http://hdl.handle.net/11570/3183068Test

المؤلفون: Shigeyuki Hamori, Jason Z. Ma, Lu Yang

المصدر: Sustainability, Vol 10, Iss 2, p 324 (2018)
Sustainability; Volume 10; Issue 2; Pages: 324

مصطلحات موضوعية: lcsh:TJ807-830, Geography, Planning and Development, lcsh:Renewable energy sources, Monetary economics, Management, Monitoring, Policy and Law, Accession, Copula (probability theory), dynamic conditional correlation, Spillover effect, 0502 economics and business, Systemic risk, Economics, 050207 economics, lcsh:Environmental sciences, lcsh:GE1-350, CoVaR, 050208 finance, Renewable Energy, Sustainability and the Environment, lcsh:Environmental effects of industries and plants, Bond, 05 social sciences, time-varying copula function, generalized autoregressive score functions, lcsh:TD194-195, Financial crisis, Government bond, European debt crisis

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::384a61739b1dfe8a41c1570961471897Test
http://www.lib.kobe-u.ac.jp/handle_kernel/90004758Test

مصطلحات الفهرس: Bitcoin, Volatility, Key financial environment variables, Multivariate GARCH models, Constant conditional correlation, Dynamic conditional correlation, Varying conditional correlation, info:eu-repo/semantics/article

URL: https://hdl.handle.net/11441/104596Test
https://doi.org/10.3390/math9030267Test
Mathematics, 9 (3), Article 267.
https://doi.org/10.3390/math9030267Test

مصطلحات الفهرس: Bitcoin, Volatility, Key financial environment variables, Multivariate GARCH models, Constant conditional correlation, Dynamic conditional correlation, Varying conditional correlation, info:eu-repo/semantics/article

URL: https://hdl.handle.net/11441/104596Test
https://doi.org/10.3390/math9030267Test
Mathematics, 9 (3), Article 267.
https://doi.org/10.3390/math9030267Test

مصطلحات الفهرس: Bitcoin, Volatility, Key financial environment variables, Multivariate GARCH models, Constant conditional correlation, Dynamic conditional correlation, Varying conditional correlation, info:eu-repo/semantics/article

URL: https://doi.org/10.3390/math9030267Test
Mathematics, 9 (3), Article 267.
https://doi.org/10.3390/math9030267Test