Results 201 to 206 of about 41,461 (206)

Interdependence between the Slovenian and European Stock Markets – A DCC-Garch Analysis

Economic Research-Ekonomska Istrazivanja, 2012
exaly  

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

Is "The Return of the Tech Bubble" Next Dystopian Movie of Netflix? A DCC-GARCH Analysis

2020
Özdurak, Caner, Gülşah Alcan
openaire   +1 more source

Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach

Resources Policy
Christophe Rault
exaly  

DCC-GARCH Using Histogram Valued Time Series in Asian Countries

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

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

E-Commerce Letters
openaire   +1 more source