Showing 1 - 5 results of 5 for search '"DCC garch"', query time: 0.02s Refine Results
  1. 1
    Volatility Dynamics of Base Metal Futures: Empirical Evidence from an Emerging Economy

    Volatility Dynamics of Base Metal Futures: Empirical Evidence from an Emerging Economy by Laxmidhar Samal

    Published 2024-05-01
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  2. 2
    THE VOLATILITY SPILLOVER EFFECT OF COVID-19 ON INVESTOR SENTIMENT IN JOHANNESBURG STOCK EXCHANGE

    THE VOLATILITY SPILLOVER EFFECT OF COVID-19 ON INVESTOR SENTIMENT IN JOHANNESBURG STOCK EXCHANGE by Kago Matlhaku, Sune Ferreira-Schenk

    Published 2024-12-01
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  3. 3
    Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries

    Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries by Marwa Eleuch, Nada Souissi, Mourad Mroua

    Published 2025-12-01
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  4. 4
    Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method

    Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method by Archana Agarwal, Nidhi Dhankhar, Sunita Mehla

    Published 2024-12-01
    Subjects: “…dcc-garch model…”
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  5. 5
    Financial contagion in the US, European and Chinese stock markets during global shocks

    Financial contagion in the US, European and Chinese stock markets during global shocks by Marina Yu. Malkina

    Published 2025-01-01
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