Results 191 to 200 of about 18,925 (204)

Research on the volatility of financial assets based on the DCC-GARCH model in the context of the application of blockchain technology

2021 International Conference on Information Science, Parallel and Distributed Systems (ISPDS), 2021
Yang Li, Yuanyran Du, Qinge Song
openaire   +1 more source

Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach

Sustainability, 2019
Ahmed Shafique Joyo
exaly  

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

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

Dynamic Conditional Correlation: an Application of DCC GARCH model

2016
openaire   +1 more source

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

Energy, 2019
Cheng Jiang, He Nie, Bin Mo
exaly  

Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

Resources Policy, 2019
Uğur Akkoç, Irfan Civcir
exaly  

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

Economics Letters, 2013
Paul M Jones, Eric N Olson
exaly  

Price linkage between Chinese and international nonferrous metals commodity markets based on VAR-DCC-GARCH models

Transactions of Nonferrous Metals Society of China, 2015
Shan Xu
exaly  

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

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

E-Commerce Letters
openaire   +1 more source