Results 191 to 200 of about 3,934 (204)

Cryptocurrency as a Hedging Alternative- DCC GARCH Model Analysis using R Programming

2022 5th International Conference on Contemporary Computing and Informatics (IC3I), 2022
Vikrant Vikram Singh, Harendra Singh, Aditya Kumar Gupta, Prashant Dev Yadav   +3 more
openaire   +1 more source

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

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

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

Russia-Ukraine conflict, commodities and stock market: DCC-GARCH approach

International Journal of Computational Economics and Econometrics
Chiraz Lakhal, Imen Zorgati
openaire   +1 more source

Dynamic Conditional Correlation: an Application of DCC GARCH model

2016
openaire   +1 more source

Döviz Kuru Oynaklığının Türkiye‟nin Endüstriyel Üretimine Etkisi: DCC-Garch Yöntemi

2022
Arvas, Mehmet Akif, İsaoğlu, Asima
openaire   +1 more source

DCC-GARCH Using Histogram Valued Time Series in Asian Countries

Wilawan Srichaikul, Worrawat Saijai, Somsak Chanaim   +2 more
openaire   +1 more source

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

The Dynamic Relation between Bitcoin Volatility and Stock Volatility: DCC-GARCH Approach

Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China, 2022
openaire   +1 more source

Research on Multimodal Futures Price Prediction Method based on DCC-GARCH Model

2023 International Conference on Applied Intelligence and Sustainable Computing (ICAISC), 2023
openaire   +1 more source