Dcc-garch model - Open Access .click

Results 181 to 190 of about 18,925 (204)

Some of the next articles are maybe not open access.

Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

International Review of Financial Analysis, 2022
Xie He, Shigeyuki Hámori
exaly

Examining sustainable stock indices with the DCC-GARCH model and the impact of oil prices on this relationship

2023
Bu çalışma, ülkeler arası sürdürülebilir hisse senedi endeksleri arasındaki zamana bağlı değişen koşullu korelasyonları ve volatiliteyi incelemeyi amaçlamakta; aynı zamanda enerji piyasaları ile sürdürülebilir hisse senedi performansları arasındaki ilişki dinamiklerini ortaya koymayı hedeflemektedir.
openaire +1 more source

The Relationship Between Spot Price, Future Price and Risk: Evidence From DCC GARCH Model

2021
The 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 ...
openaire +1 more source

Research on the Dynamic Correlation of Financial Industry Risks Based on DCC-GARCH Model

Operations Research and Fuzziology, 2023
openaire +1 more source

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

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

Stock Portfolio Optimization Based on Nonlinear Prediction and DCC-GARCH Model