Discover open access scientific publications

Search, annotate, share and cite publications

Publications by M. Kasch

Volatility Threshold Dynamic Conditional Correlations: An International Analysis

Journal of Financial Econometrics
EconomicsEconometricsFinance
2013English

Related publications

Dynamic Conditional Correlations for Asymmetric Processes

JOURNAL OF THE JAPAN STATISTICAL SOCIETY
2012English

Seasonality and Asymmetric Conditional Volatility: An Analysis of Indian Vix

Volume 9 Issue 2 (2018)
2018English

Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach

Journal of Financial Econometrics
EconomicsEconometricsFinance
2012English

Conditional Correlations and Principal Regression Analysis for Futures

SSRN Electronic Journal
2019English

Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility

SSRN Electronic Journal
2001English

A Stochastic Volatility Model With Conditional Skewness

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2012English

Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot Using Dynamic Conditional Covariances

Energy
ManagementMonitoringManufacturing EngineeringElectricalPolicyMechanical EngineeringEnergy EngineeringSustainabilityConstructionModelingLawBuildingElectronic EngineeringRenewable EnergyFuel TechnologyStructural EngineeringSimulationPower TechnologyPollutionIndustrialCivilEnergythe Environment
2018English

Modelling International Tourist Arrivals and Volatility: An Application to Taiwan

SSRN Electronic Journal
2009English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy