Results 191 to 200 of about 41,461 (206)

The Dynamic Correlation Between Civil Aviation Passenger Traffic Volume and Its Influential Factors Based on DCC-GARCH Model

Advances in Intelligent Systems and Computing, 2020
Junling Cai
exaly  

Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach

Sustainability, 2019
Ahmed Shafique Joyo
exaly  

Dynamic Conditional Correlation: an Application of DCC GARCH model

2016
openaire   +1 more source

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

Applied Economics, 2016
Jong-Min Kim, Hojin Jung
exaly  

Systemic risk spillover of financial institutions in China: A copula-DCC-GARCH approach

Journal of Engineering Research, 2023
exaly  

Stock Portfolio Optimization Based on Nonlinear Prediction and DCC-GARCH Model

IEICE Proceeding Series, 2014
Satoshi, Inose, Tomoya, Suzuki, Kazuo, Yamanaka   +2 more
openaire   +1 more source

Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

Resources Policy, 2019
Uğur Akkoç, Irfan Civcir
exaly  

Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach

Economic Modelling, 2016
Yang Hou, Steven Li
exaly  

Research on the Dynamic Correlation of Financial Industry Risks Based on DCC-GARCH Model

Operations Research and Fuzziology, 2023
openaire   +1 more source

Volatility Impulse Responses for DCC-GARCH: The Role of Volatility Transmission Mechanisms

SSRN Electronic Journal, 2018
openaire   +1 more source