المؤلفون: Hamid Reza Vaezian, Reza Akbarian, Rohollah Shahnazi, Ahmad Sadraei

المصدر: مدلسازی اقتصادسنجی, Vol 7, Iss 4, Pp 9-36 (2023)

مصطلحات موضوعية: tehran stock exchange indices, dynamic conditional correlation model, sanctions index, international markets, Economic growth, development, planning, HD72-88

وصف الملف: electronic resource

العلاقة: https://jem.semnan.ac.ir/article_7409_e0a22365e568bbd59af0b292ab73c442.pdfTest; https://doaj.org/toc/2345-654XTest; https://doaj.org/toc/2821-2150Test

الوصول الحر: https://doaj.org/article/ec9f62a0dbc54c91967f4331c2803014Test

المؤلفون: Yan Zhang, Jiyuan Tao, Yongyao Lv, Guoqiang Wang

المصدر: Symmetry; Volume 15; Issue 4; Pages: 953

مصطلحات موضوعية: covariance matrix estimation, dynamic conditional correlation model, portfolio optimization, nonconvex optimization

وصف الملف: application/pdf

العلاقة: Mathematics and Symmetry/Asymmetry; https://dx.doi.org/10.3390/sym15040953Test

الإتاحة: https://doi.org/10.3390/sym15040953Test

المؤلفون: Sosa Castro, Miriam, Cabello, Alejandra, Ortiz, Edgar

المصدر: Contaduría y administración, ISSN 2448-8410, Vol. 69, Nº. 1, 2024, pags. 276-300

مصطلحات موضوعية: portafolios condicionales, mercado integrado latinoamericano, modelos GARCH, modelos de correlación condicional dinámica, conditional portfolios, Latin American integrated market, GARCH models, dynamic conditional correlation model

وصف الملف: application/pdf

العلاقة: https://dialnet.unirioja.es/servlet/oaiart?codigo=9355297Test; (Revista) ISSN 0186-1042; (Revista) ISSN 2448-8410

الإتاحة: https://dialnet.unirioja.es/servlet/oaiart?codigo=9355297Test

المؤلفون: Malihe Ashena, Hamid La’l khezri

المصدر: مدلسازی اقتصادسنجی, Vol 5, Iss 2, Pp 147-172 (2020)

مصطلحات موضوعية: global economic policy uncertainty, dynamic conditional correlation model, stock market, gold price market, foreign exchange market, Economic growth, development, planning, HD72-88

وصف الملف: electronic resource

العلاقة: https://jem.semnan.ac.ir/article_4566_2569e43e4ec9178595f0ede33dec0926.pdfTest; https://doaj.org/toc/2345-654XTest; https://doaj.org/toc/2821-2150Test

الوصول الحر: https://doaj.org/article/ea54aa553f1746279cede6c337791079Test

المؤلفون: Xiudong Wang, Zhonghua Yin, Ruohan Wang

المصدر: Forests; Volume 12; Issue 9; Pages: 1147

مصطلحات موضوعية: hardwood lumber, China, volatility transmission, BEKK GARCH model, dynamic conditional correlation model

جغرافية الموضوع: agris

وصف الملف: application/pdf

العلاقة: Forest Economics, Policy, and Social Science; https://dx.doi.org/10.3390/f12091147Test

الإتاحة: https://doi.org/10.3390/f12091147Test

المؤلفون: Ahmad Mohammadi, Zeinab Savari

المصدر: فصلنامه پژوهش‌های اقتصادی ایران, Vol 23, Iss 74, Pp 59-95 (2018)

مصطلحات موضوعية: futures contract market, spot market, volatility spillovers, dynamic conditional correlation model, Business, HF5001-6182, Capital. Capital investments, HD39-40.7

وصف الملف: electronic resource

العلاقة: https://ijer.atu.ac.ir/article_8826_0c778369ca022bba27e4b7a4b1d98597.pdfTest; https://doaj.org/toc/1726-0728Test; https://doaj.org/toc/2476-6445Test

الوصول الحر: https://doaj.org/article/e2865633ca4847d7a418f742fabaf58eTest

المؤلفون: Cekuls, Andrejs, Koehn, Maximilian-Benedikt

مصطلحات موضوعية: BitCoin, Financial Contagion, Dynamic Conditional Correlation Model, Volatility, Research Subject Categories::SOCIAL SCIENCES::Business and economics

العلاقة: New Challenges of Economic and Business Development – 2019: Incentives for Sustainable Economic Growth; https://dspace.lu.lv/dspace/handle/7/54117Test

الإتاحة: https://dspace.lu.lv/dspace/handle/7/54117Test

المؤلفون: Yinpeng Zhang, Zhixin Liu, Xueying Yu

المصدر: Sustainability; Volume 9; Issue 3; Pages: 437

مصطلحات موضوعية: carbon market, portfolio optimization, MV-OGARCH model, dynamic conditional correlation model

جغرافية الموضوع: agris

وصف الملف: application/pdf

العلاقة: Economic and Business Aspects of Sustainability; https://dx.doi.org/10.3390/su9030437Test

الإتاحة: https://doi.org/10.3390/su9030437Test

المؤلفون: Morana, Claudio, Sbrana, Giacomo

مصطلحات موضوعية: ddc:330, G11, G23, C32, Cat Bonds, Risk Premia/Multiples, Temperature Anomalies, Global Warming, Radiative Forcing, ENSO, El Niño, Atlantic Hurricanes, Dynamic Conditional Correlation Model

العلاقة: Series: Working Paper; No. 001.2018; gbv-ppn:1014571367; http://hdl.handle.net/10419/177253Test; RePEc:fem:femwpa:2018.01

الإتاحة: http://hdl.handle.net/10419/177253Test

المؤلفون: Emenike O. Kalu

المصدر: Indonesian Capital Market Review, Vol 7, Iss 2, Pp 102-112 (2015)

مصطلحات موضوعية: stock market, crude oil prices, volatility interdependence, multivariate GARCH, dynamic conditional correlation model, developing economy, Social Sciences, Finance, HG1-9999

العلاقة: http://journal.ui.ac.id/index.php/icmr/article/view/5198Test; https://doaj.org/toc/1979-8997Test; https://doaj.org/toc/2356-3818Test; https://doaj.org/article/bdffd2827f9246f1a610a4c05f7b67feTest

الإتاحة: https://doi.org/10.21002/icmr.v7i2.5198Test
https://doaj.org/article/bdffd2827f9246f1a610a4c05f7b67feTest