Results 231 to 238 of about 54,114 (238)

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

Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach

Economic Modelling, 2016
Yang Hou, Steven Li
exaly  

Dynamic Conditional Correlation: an Application of DCC GARCH model

2016
openaire   +1 more source

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

Economic Research-Ekonomska Istrazivanja, 2012
exaly  

A GARCH-Volatility dependent DCC model

2010
openaire   +4 more sources

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

IEICE Proceeding Series, 2014
Satoshi, Inose, Tomoya, Suzuki, Kazuo, Yamanaka   +2 more
openaire   +1 more source

Volatility Impulse Responses for DCC-GARCH: The Role of Volatility Transmission Mechanisms

SSRN Electronic Journal, 2018
openaire   +1 more source

Russia-Ukraine conflict, commodities and stock market: DCC-GARCH approach

International Journal of Computational Economics and Econometrics
Chiraz Lakhal, Imen Zorgati
openaire   +1 more source