Results 111 to 120 of about 307 (133)
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Research on the Dynamic Correlation of Financial Industry Risks Based on DCC-GARCH Model
Operations Research and Fuzziology, 2023openaire +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), 2023openaire +1 more source
The Relationship Between Spot Price, Future Price and Risk: Evidence From DCC GARCH Model
2021The main purpose of the study is to investigate the volatility spillover effect of the measurable risk perception of gold on gold prices. In this context, gold risk, gold spot and gold futures indices were used in the study. In the study, using the data of 16.03.2011–03.09.2021, the volatility spread of the gold risk factor on gold prices was examined ...
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Co-Movements between Eu Ets and the Energy Markets: A Var-Dcc-Garch Approach
Mathematics, 2021Manuel Salvador +2 more
exaly
Stock Portfolio Optimization Based on Nonlinear Prediction and DCC-GARCH Model
IEICE Proceeding Series, 2014Satoshi, Inose +2 more
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Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models
Energies, 2022Abdulkareem Alhassan +2 more
exaly
2021 International Conference on Information Science, Parallel and Distributed Systems (ISPDS), 2021
Yang Li, Yuanyran Du, Qinge Song
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Yang Li, Yuanyran Du, Qinge Song
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