Search Results - "VAR-GARCH"

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  1. 1
    Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework

    Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework by Smales, Lee, O'Grady, B., Yang, Y.

    Published 2015
    Subjects: “…VAR-GARCH…”
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  2. 2
    Reaction to non-scheduled News During Financial Crisis: Australian Evidence

    Reaction to non-scheduled News During Financial Crisis: Australian Evidence by Smales, Lee

    Published 2014
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  3. 3
    Return and volatility spillover effects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VAR-GARCH model

    Return and volatility spillover effects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VA... by JI, BAIHAO

    Published 2019
    Subjects: Get full text

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