المؤلفون: Sabkha, Saker, de Peretti, Christian

المساهمون: Laboratoire de Sciences Actuarielle et Financière (SAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon

المصدر: Financial and Economic Systems ; https://hal.science/hal-01710398Test ; Financial and Economic Systems, WORLD SCIENTIFIC (EUROPE), pp.187-212, 2022, ⟨10.1142/9781786349507_0008⟩

مصطلحات موضوعية: DCC-class models, Multivariate diagnostic tests, Time-varying correlation, Sovereign credit market, [QFIN.GN]Quantitative Finance [q-fin]/General Finance [q-fin.GN], eco, manag

العلاقة: https://hal.science/hal-01710398/file/On%20the%20performances%20of%20Dynamic%20Conditional%20Correlation%20models%20in%20the%20Sovereign%20CDS%20market%20and%20the%20corresponding%20bond%20market%20.pdfTest; https://hal.science/hal-01710398Test

الإتاحة: https://doi.org/10.1142/9781786349507_0008Test
https://hal.science/hal-01710398/file/On%20the%20performances%20of%20Dynamic%20Conditional%20Correlation%20models%20in%20the%20Sovereign%20CDS%20market%20and%20the%20corresponding%20bond%20market%20.pdfTest
https://hal.science/hal-01710398Test

المؤلفون: Ramzi Nekhili, Kostas Giannopoulos

المصدر: Investment Management & Financial Innovations, Vol 17, Iss 2, Pp 231-239 (2020)

مصطلحات موضوعية: copula, time-varying correlation, volatility asymmetry, Finance, HG1-9999, eco, manag

العلاقة: https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13674/IMFI_2020_02_Nekhili.pdfTest; https://doi.org/10.21511/imfi.17Test(2).2020.18

الإتاحة: https://doi.org/10.21511/imfi.17Test(2).2020.18
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13674/IMFI_2020_02_Nekhili.pdfTest

المؤلفون: Seyed Ali Hoseini Ebrahimabad, Hassan Heidari, Khalil Jahangiri, Mahdi Ghaemi Asl

المصدر: تحقیقات مالی, Vol 21, Iss 1, Pp 59-78 (2019)

مصطلحات موضوعية: contagion, time varying correlation, bayesian approach, conditional variance, Finance, HG1-9999, manag, eco

العلاقة: https://jfr.ut.ac.ir/article_71564_b3653ac30eb2a2da631679127f945cab.pdfTest; https://doi.org/10.22059/frj.2019.269241.1006763Test

الإتاحة: https://doi.org/10.22059/frj.2019.269241.1006763Test
https://jfr.ut.ac.ir/article_71564_b3653ac30eb2a2da631679127f945cab.pdfTest

المؤلفون: D'ECCLESIA, RITA LAURA, Kondi, Denis

المساهمون: Consigli, Giorgio, Stefani, Silvana, Zambruno, Giovanni, D'Ecclesia, RITA LAURA, Kondi, Denis

مصطلحات موضوعية: dynamic conditional correlation, time varying volatility, time varying correlation, DCC, structural breaks, eco, manag

العلاقة: http://hdl.handle.net/11573/864163Test

الإتاحة: http://hdl.handle.net/11573/864163Test

المؤلفون: Sabkha, Saker, De Peretti, Christian

المساهمون: Laboratoire de Sciences Actuarielle et Financière (SAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon

المصدر: Hyper Article en Ligne - Sciences de l'Homme et de la Société ; 2018

مصطلحات موضوعية: Multivariate diagnostic tests, DCC-class models, Sovereign credit market, Time-varying correlation, eco, manag

العلاقة: hal-01710398; 10670/1.nvlmw9; https://hal.archives-ouvertes.fr/hal-01710398/file/On%20the%20performances%20of%20Dynamic%20Conditional%20Correlation%20models%20in%20the%20Sovereign%20CDS%20market%20and%20the%20corresponding%20bond%20market%20.pdfTest; https://hal.archives-ouvertes.fr/hal-01710398Test

الإتاحة: https://hal.archives-ouvertes.fr/hal-01710398/file/On%20the%20performances%20of%20Dynamic%20Conditional%20Correlation%20models%20in%20the%20Sovereign%20CDS%20market%20and%20the%20corresponding%20bond%20market%20.pdfTest
https://hal.archives-ouvertes.fr/hal-01710398Test

المؤلفون: Moore, T

مصطلحات موضوعية: Credit default swap, Time-varying correlation, GARCH, Credit market integration, eco, manag

العلاقة: http://www.sciencedirect.com/science/article/pii/S1042443111000424Test

الإتاحة: http://www.sciencedirect.com/science/article/pii/S1042443111000424Test

المؤلفون: Pandey, Ajay

مصطلحات موضوعية: Stock Returns, Time-varying correlation, eco, manag

العلاقة: http://hdl.handle.net/11718/437Test

الإتاحة: http://hdl.handle.net/11718/437Test

المؤلفون: Katzler, Sigrid

مصطلحات موضوعية: Public real estate, private real estate, MPT, time-varying correlation, liquidity, mixed-asset portfolio, real estate portfolio, diversification, outsourcing, Economics, Nationalekonomi, manag, eco

العلاقة: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-207004Test

الإتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-207004Test

المؤلفون: Liu, Yuna

مصطلحات موضوعية: Time-varying return predictability, Tests for jumps, International financial markets, Market structure, Common trading platform, Integration, Time-varying correlation, C-GARCH, Trust, Portfolio Diversification, Stock Market Participation, Economics, Nationalekonomi, eco, manag

العلاقة: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119873Test

الإتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119873Test

المؤلفون: Ko, Ching-Yu, 柯慶宇

المساهمون: 蘇明俊, 中興大學, 吳中書, 徐茂炫

مصطلحات موضوعية: Integration, 整合性, Volatility Spillovers, Time Varying Correlation, DCC MVEGARCH, 波動度外溢性, 隨時間變動相關性, eco, manag

العلاقة: http://hdl.handle.net/11455/21161Test

الإتاحة: http://hdl.handle.net/11455/21161Test