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Modelling Environmental Risk
14 references·2 citing·22 second hop
Modelling Environmental Risk (2008)Modelling Environmental RiskAn econometric analysis of asymmetric volatility: Theory and application to patents (2006)An econometric analysis of as…Anti-pollution technology strengths indicators: International rankings (2005)Anti-pollution technology str…An Empirical Assessment of Country Risk Ratings and Associated Models (2004)An Empirical Assessment of Co…Modelling trends and volatility in ecological patents in the USA (2003)Modelling trends and volatili…ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003)ASYMPTOTIC THEORY FOR A VECTO…Stationarity and the existence of moments of a family of GARCH processes (2002)Stationarity and the existenc…Recent Theoretical Results for Time Series Models with GARCH Errors (2002)Recent Theoretical Results fo…NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (2002)NECESSARY AND SUFFICIENT MOME…Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH (2000)Normalité asymptotique de l'e…STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS (1998)STRONG CONSISTENCY OF ESTIMAT…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The organization performance framework considering competitiveness and sustainability: the application of the sustainability evaluation model (2021)The organization performance …Modelling trends and volatility in atmospheric carbon dioxide concentrations (2005)Modelling trends and volatili…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Multivariate Simultaneous Generalized ARCH (1995)Modelling multivariate international tourism demand and volatility (2004)Conditional correlations and volatility spillovers between crude oil and stock index returns (2012)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Econometric Analysis of Cross Section and Panel Data (2001)The Cross‐Section of Volatility and Expected Returns (2006)Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets (2010)The Role of Financial Speculation in Driving the Price of Crude Oil (2013)The power of print: Uncertainty shocks, markets, and the economy (2015)Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach (2006)Modelling Nonlinear Economic Time Series (2010)On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (2005)
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References

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  • 2002Recent Theoretical Results for Time Series Models with GARCH Errors266 cited
  • 2006An econometric analysis of asymmetric volatility: Theory and application to patents193 cited
  • 2004An Empirical Assessment of Country Risk Ratings and Associated Models128 cited
  • 2000Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH69 cited
  • 2003Modelling trends and volatility in ecological patents in the USA36 cited
  • 2005Anti-pollution technology strengths indicators: International rankings

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  • 2005Modelling trends and volatility in atmospheric carbon dioxide concentrations24 cited
  • 2021The organization performance framework considering competitiveness and sustainability: the application of the sustainability evaluation model15 cited