Results 201 to 206 of about 3,891 (206)

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

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

SSRN Electronic Journal, 2018
openaire   +1 more source

ESG and sustainable development: Evidence from DCC-GARCH R2 decomposed connectedness measures

Finance Research Letters
Nabila Boukef Jlassi, Amine Lahiani, Salma Mefteh-Wali, Nada Mselmi   +3 more
openaire   +1 more source

Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

Norasyikin Abdullah Fahami, Mohd Faizal Basri   +1 more
openaire   +1 more source

Research on Systematic Risk of Securities Companies Based on DCC-GARCH Model

E-Commerce Letters
openaire   +1 more source