Data for: Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach
收藏NIAID Data Ecosystem2026-03-11 收录
官方服务：
资源简介：
Structural Oil Shocks
应用场景：
创建时间：
2020-06-04
相关数据集
A Unified Theory of Complex Systems: An Axiomatic Framework Integrating Chaos, Emergence, Self-Organization, Economic/Biological Dynamics, and Informational Sentience
This paper presents a Unified Theory of Complex Systems (UTCS), a rigorous axiomatic framework synthesizing chaos theory, self-organization, emergence, network dynamics, economic/biological applicatio
Zenodo2025-10-16 更新210
A dataset (return series of IMOEX and CEE Markets)
A dataset (return series of IMOEX and CEE Markets) and findings of bivariate BEKK-GARCH
Mendeley Data80
Copula specifications.
This study examines volatility spillovers between Chinese and U.S. equity markets by developing a comprehensive framework that captures asymmetric volatility, extreme co-movements, and dynamic correla
Figshare2025-10-17 更新40
Supplementary information files for Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
Supplementary information files for the article Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises Abstract: This
NIAID Data Ecosystem80
