Search Results - "conditional correlation"

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    Crypto Asset Markets vs. Financial Markets: Event Identification, Latest Insights and Analyses

    Crypto Asset Markets vs. Financial Markets: Event Identification, Latest Insights and Analyses by Eleni Koutrouli, Polychronis Manousopoulos, John Theal, Laura Tresso

    Published 2025-04-01
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    Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix

    Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix by Ju. S. Trifonov, B. S. Potanin

    Published 2022-04-01
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    A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets

    A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets by Mohamed Ali Trabelsi, Salma Hmida

    Published 2018-09-01
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