Showing 1 - 3 results of 3 for search '"DCC-GARCH model"', query time: 0.02s Refine Results
  1. 1
    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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  2. 2
    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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  3. 3
    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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