Results 161 to 170 of about 881 (181)

Gaza's Grip: DCC GARCH analysis of volatility and correlations

Pedro Angosto-Fernández, Victoria Ferrández-Serrano   +1 more
openaire   +1 more source

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

Applied Economics, 2015
Jong-Min Kim, Hojin Jung, Li Qin
openaire   +1 more source

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

Sustainability, 2019
Ahmed Joyo
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  

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

Global Business Review, 2015
Krishna Reddy Chittedi
exaly  

Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach

Resources Policy, 2020
Fang Qu, Biao Zheng, Yufeng Chen
exaly  

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

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

Interdependence between the Slovenian and European Stock Markets – A DCC-Garch Analysis

Economic Research-Ekonomska Istrazivanja, 2012
Mejra Festic, Silvo Dajcman
exaly  

Dynamic Conditional Correlation: an Application of DCC GARCH model

2016
openaire   +1 more source

On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach

The North American Journal of Economics and Finance
Jingliang Huai, Adrian (Wai Kong) Cheung, Bin Wang   +2 more
openaire   +1 more source