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Gabauer, David Floros, Christos Filis, George Stenfors, Alexis Apergēs, Nikolaos Antonakakis, Nikolaos Tzouvanas, Panagiotis Perez de Gracia, Fernando Kizys, Renatas Degiannakis, Stavros Sagitova, Roza Cuñado Eizaguirre, Juncal Karim, Sitara Naeem, Muhammad Abubakr Broadstock, David C. Marfatia, Hardik Marfatia, Hardik A. Filippidis, Michail Cooray, Arusha Lloyd, Tim A. Elsayed, Ahmed H. Delis, Panagiotis Gozgor, Giray Vortelinos, Dimitrios I. Hardik, Marfatia Lucey, Brian M. Long, Suwan Antonakakis, Nikolaos All co-authors dynamic market oil measures approach stock green time evidence volatility volatilität portfolio crisis markets framework chapter transmission model
Composed terms connectedness measures connectedness approach var modell var model dynamic connectedness tvp var extended joint oil price stock market transmission mechanism realized volatilities share price price volatility portfolio management spillover effekt spillover effect return transmission precious metals monetary policy time varying market returns dynamic total total connectedness connectedness heterogeneous heterogeneous time portfolio selection capital income arch modell arch model measures dynamic oil realized quantile extended minimum connectedness
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Publishing years Series Springer eBook Collection (1) International journal of banking, accounting and finance (1) SpringerLink / Bücher (1)