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  • 1-4 ل  4 نتائج ل ""DCC-GARCH model""
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Academic Journal

Impact of the Global Fear Index (COVID-19 Panic) on the S&P Global Indices Associated with Natural Resources, Agribusiness, Energy, Metals, and Mining: Granger Causality and Shannon and Rényi Transfer Entropy.

  • Authors : Celso-Arellano P; Departamento de Métodos Cuantitativos, Centro Universitario de Ciencias Económico Administrativas, Universidad de Guadalajara, Zapopan 45100, Mexico.; Gualajara V

  • Source: Entropy (Basel, Switzerland) [Entropy (Basel)] 2023 Feb 08; Vol. 25 (2). Date of Electronic Publication: 2023 Feb 08.Publisher: MDPI Country of Publication: Switzerland NLM ID: 101243874 Publication Model: Electronic Cited Medium:

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Academic Journal

Research on Risk Contagion among Financial Submarkets in China Based on Complex Networks.

  • Authors : Xu Y; School of Finance, Nanjing Audit University, Nanjing 211815, China.; Zhao Y

  • Source: Entropy (Basel, Switzerland) [Entropy (Basel)] 2022 Aug 14; Vol. 24 (8). Date of Electronic Publication: 2022 Aug 14.Publisher: MDPI Country of Publication: Switzerland NLM ID: 101243874 Publication Model: Electronic Cited Medium:

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Academic Journal

The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test.

  • Authors : Lu X; School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China.; Liu K

  • Source: Entropy (Basel, Switzerland) [Entropy (Basel)] 2021 Sep 06; Vol. 23 (9). Date of Electronic Publication: 2021 Sep 06.Publisher: MDPI Country of Publication: Switzerland NLM ID: 101243874 Publication Model: Electronic Cited Medium:

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Academic Journal

Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector.

  • Authors : Denkowska A; Department of Mathematics, Cracow University of Economics, ul. Rakowicka 27, 31-510 Kraków, Poland.; Wanat S

  • Source: Entropy (Basel, Switzerland) [Entropy (Basel)] 2021 Aug 08; Vol. 23 (8). Date of Electronic Publication: 2021 Aug 08.Publisher: MDPI Country of Publication: Switzerland NLM ID: 101243874 Publication Model: Electronic Cited Medium:

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  • 1-4 ل  4 نتائج ل ""DCC-GARCH model""