Results 121 to 130 of about 307 (133)

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

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

How the Cryptocurrencies React to Covid-19 Pandemic? An Empirical Study Using DCC GARCH Model (2019–2021)

Studies in Computational Intelligence, 2022
exaly  

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  

Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis

Global Business Review, 2015
Krishna Reddy Chittedi
exaly  

The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model

Economics Letters, 2013
Eric Olson, Paul M Jones
exaly  

Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis

Emerging Markets Finance and Trade, 2015
Mansur Masih, Syed Faiq Najeeb
exaly  

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

E-Commerce Letters
openaire   +1 more source

Volatility Analof the Geoelectric Fields Due to Space Weather Utilizing DCC-GARCH Model

Proceedings of the 7th URSI Asia-Pacific RadioScience Conference – AP-RASC 2025
Minzhou Liu, Yanzhao Xie
openaire   +1 more source

Volatility Spillover Effects between Indian Stock Market and Global Stock Markets: A DCC-GARCH Model

FIIB Business Review
Priyanka Tandon, Anurag B Singh, Nikhil Yadav   +2 more
exaly  

An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model

Journal of Mathematical Finance
Simin Wu
exaly