Results 181 to 190 of about 41,461 (206)

Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches

Resources Policy, 2022
Aswini Kumar Mishra, Kshitish Ghate
exaly  

Linear time-varying regression with a DCC-GARCH model for volatility

Applied Economics, 2015
Jong-Min Kim, Hojin Jung, Li Qin
openaire   +1 more source

Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach

Resources Policy, 2020
Yufeng Chen, Biao Zheng, Fang Qu
exaly  

Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis

Global Business Review, 2015
Krishna Reddy Chittedi
exaly  

Gaza's Grip: DCC GARCH analysis of volatility and correlations

Pedro Angosto-Fernández, Victoria Ferrández-Serrano   +1 more
openaire   +1 more source

Volatility Spillover Effects and Risk Assessment of Indian Green Stocks: a DCC-GARCH Analysis

SSRN Electronic Journal, 2023
Ubaid Ahmad Peer, Rupinder Katoch, Arpit Sidhu   +2 more
openaire   +1 more source

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

Energy, 2019
Cheng Jiang, He Nie, Bin Mo
exaly  

Analysis of Multivariate-GARCH via DCC Modelling

Ungyong T'onggye Yon'gu = the Korean Journal of Applied Statistics, 2009
M S Choi, S Y Hwang
exaly  

Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis

Emerging Markets Finance and Trade, 2015
Syed Faiq Najeeb, Mansur Masih
exaly  

On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach

The North American Journal of Economics and Finance
Jingliang Huai, Adrian (Wai Kong) Cheung, Bin Wang   +2 more
openaire   +1 more source