scientific article; zbMATH DE number 7686977

zbMath1518.91260MaRDI QIDQ6044378

Henryk Gurgul, Robert Syrek

Publication date: 17 May 2023

Full work available at URL: https://ord.pwr.edu.pl/Issues/2023/vol33/p1_4

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

contagiondynamic conditional correlationEuropean indexespandemic Covid-19

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

• Unnamed Item
• An introduction to copulas.
• Generalized autoregressive conditional heteroscedasticity
• Multivariate GARCH Models
• On Bayesian Modeling of Fat Tails and Skewness
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Estimating and Testing Linear Models with Multiple Structural Changes
• Empirical modelling of contagion: a review of methodologies
• Threshold heteroskedastic models

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