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Search for publications relevant for "multivariate GARCH models"
multivariate GARCH models
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Modeling of Currency Covolatilities
2019 |
Faculty of Mathematics and Physics
publication
International Stock Market Comovements: What Happened during the Financial Crisis?
2012 |
Faculty of Social Sciences
publication
Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
2013 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
publication
International stock market integration: Central and South Eastern Europe compared
2013 |
Publication without faculty affiliation
publication
Marginal expected shortfall: the Czech PX index case study
2017 |
Faculty of Mathematics and Physics
publication
Return and volatility spillovers between Chinese and US clean energy related stocks
2022 |
Faculty of Social Sciences, Faculty of Humanities