Results 221 to 230 of about 54,114 (238)

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

Global Business Review, 2015
Krishna Reddy Chittedi
exaly  

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  

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

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

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

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

Employment of the DCC-GARCH Copula Model to explore a link between robotics and artificial intelligence and green crypto investments

Environmental science and pollution research international
Leavitt Ha
semanticscholar   +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  

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  

Systemic risk spillover of financial institutions in China: A copula-DCC-GARCH approach

Journal of Engineering Research, 2023
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