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1 Ergebnisse
1
Connecting VIX and Stock Index ETF with VAR and Diagonal BE..:
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
2341-2356. , 2018
Link:
https://hdl.handle.net/20.500.14352/17443
RT Journal T1 <Title>Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivcmadrid:oai:docta.ucm.es:20.500.14352_17443&Exemplar=1&LAN=DE A1 Chang, Chia-Lin A1 Hsieh, Tai-Lin A1 McAleer, Michael YR 2018 K1 C32 K1 C58 K1 G12 K1 G15 K1 Stock market indexes K1 Exchange Traded Funds K1 Volatility Index (VIX) K1 Global Financial Crisis K1 Vector Autoregressions K1 Moving Average processes K1 Conditional Heteroskedasticity K1 Diagonal BEKK K1 Econometría (Economía) K1 Mercados bursátiles y financieros K1 5302 Econometría JF 2341-2356 LK http://dx.doi.org/https://hdl.handle.net/20.500.14352/17443 DO https://hdl.handle.net/20.500.14352/17443 SF ELIB - SuUB Bremen
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