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	Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis Journal article Energy,2024, volume: 311 Authors: Lan, Yuqiao; Chen, Juntao; Huang, Zhehao; Zhao, Yuanqi Favorite \| View/Download：3/0 \| Submit date：2024/12/16 BEKK-GARCH Climate policy uncertainty Complex networks Time-frequency domain Volatility spillovers
	The dependence structure and causality detection in crude oil markets Journal article Energy Sources, Part B: Economics, Planning and Policy,2024, volume: 19, issue: 1 Authors: Sun ,Zhao Yong; Wu, Jiang Lun; Huang, Wei Chiao Favorite \| View/Download：4/0 \| Submit date：2024/06/27 crude oil prices dependence structure GARCH non-linear Granger causality Vine copula
	Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility Journal article Stochastics,2022, volume: 94, issue: 5, pages: 745-788 Authors: Das, Kaustav; Langrené, Nicolas Favorite \| View/Download：9/0 \| Submit date：2022/08/29 41A58 65C20 91G60 closed-form approximation closed-form expansion GARCH Heston Stochastic volatility
	DCC-GARCH model for market and firm-level dynamic correlation in S&P 500 Book chapter 出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Singapore:World Scientific Publishing, 2020, pages: 4421-4440 Authors: Chen, Peimin; Wu, Chunchi; Zhang, Ying Favorite \| View/Download：2/0 \| Submit date：2025/03/25 Contagion DCC-MVGARCH Dynamic conditional correlation Multivariate GARCH Risk management
	Volatility Modeling with Leverage Effect under Laplace Errors Journal article Journal of Time Series Econometrics,2017, volume: 10, issue: 1 Authors: Jiang, Zhengjun; Xia, Weixuan Favorite \| View/Download：12/0 \| Submit date：2022/02/15 Financial returns GARCH-type models Laplace distribution Leverage effect Volatility
	Volatility of stock price as predicted by patent data: An MGARCH perspective Journal article Journal of Empirical Finance,2008, volume: 15, issue: 1, pages: 64-79 Authors: Chow, William W.; Fung, Michael K. Favorite \| View/Download：6/0 \| Submit date：2022/03/21 Innovation, Patents Multivariate GARCH Reversible jump MCMC Value-at-Risk