Results 131 to 133 of about 307 (133)

An analysis on the time-varying correlation among selected agricultural commodities: A DCC-GARCH Model-based approach

International Journal of Enterprise Network Management
Eva Mishra, R. Murugesan
openaire   +1 more source

The Dynamic Relationship Between Defense Expenditure and Economic Growth Based on DCC-GARCH Model

Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24–26, 2024, Jinan, China
openaire   +1 more source

A Hybrid Model of VAR-DCC-GARCH and Wavelet Analysis for Forecasting Volatility

Shahram Fattahi
exaly