Baumöhl, Eduard, Kočenda, Evžen, Lyócsa, Štefan, Výrost, TomášInstitute of Economic Research, Kyoto University2016-05KIER Discussion Paper941
インターネットで読める全国の図書館
- 件名volatility spillovers stock markets shock transmiss...
McAleer, Michael, Allen, David, Amram, RonInstitute of Economic Research, Kyoto University2011-12KIER Discussion Paper805
インターネットで読める全国の図書館
- 件名Volatility spillovers VARMA-GARCH VARMA-AGARCH Chin...
Allen, David E., McAleer, Michael, Powell, Robert J., Singh, Abhay KumarInstitute of Economic Research, Kyoto University2012-12KIER Discussion Paper838
インターネットで読める全国の図書館
- 件名Volatility spillovers Markov-switching GARCH Choles...
Nishimura, Yusaku, Tsutsui, Yoshiro, Hirayama, KenjiroGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2014-01Discussion Papers In Economics And Business14-01p.1-36
全国の図書館
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-09KIER Discussion Paper723
インターネットで読める全国の図書館
- 件名Multivariate GARCH volatility spillovers conditional correlations spot...
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper719
インターネットで読める全国の図書館
- 件名...ivariate GARCH volatility spillovers interdependence economic deve...
Nishimura, Yusaku, Tsutsui, Yoshiro, Hirayama, KenjiroGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2012-02Discussion Papers In Economics And Business12-01
全国の図書館
- 一般注記...yze return and volatility spillovers during overlapping trading ho...
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper717
インターネットで読める全国の図書館
- 件名Volatility spillovers multivariate GARCH conditiona...
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper715
インターネットで読める全国の図書館
- 件名Multivariate GARCH volatility spillovers conditional correlations crud...
齋藤, 周Graduate School of Economics, Osaka University2021-11Discussion Papers In Economics And Business21-20p.1-18
全国の図書館
Chang, Chia-Ling, Khamkaew, Thanchanok, McAleer, Michael, Tansuchat, Roengchai日本経済国際共同センター2009-11Discussion paper series. CIRJE-FCIRJE-F-687
全国の図書館
- 件名...ivariate GARCH volatility spillovers interdependence economic deve...
Chang, Chia-Lin, Allen, David E., McAleer, Michael, Perez Amaral, TeodosioInstitute of Economic Research, Kyoto University2013-07KIER Discussion Paper872
インターネットで読める全国の図書館
- 件名... methodologies volatility spillovers Value-at-Risk country risk ra...
Chang, Chialin Michael McAleer and Roengchai Tansuchat日本経済国際共同センター2010-02Discussion paper series. CIRJE-FCIRJE-F-718
全国の図書館
- 件名Volatility spillovers multivariate GARCH conditiona...
Tansuchat, Roengchai, Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-706
全国の図書館
- 件名Multivariate GARCH volatility spillovers conditional correlations crud...
Tanchanok, Khamkaew, McAleer, Michael, Tansucha, Roengchai日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-675
全国の図書館
- 件名Multivariate GARCH volatility spillovers conditional correlations Asia...
Chang, Chia-Lin, McAleer, Michael, Roengchai, Tansuchat日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-639
全国の図書館
- 件名...CH Asymmetries Volatility spillovers Crude oil futures returns Oil...
Chang, Chia-Lin, McAleer, Michael, Roengchai, Tansuchat日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-641
全国の図書館
- 件名Volatility spillovers multivariate GARCH conditiona...