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Search: subject:"DCCGARCH"
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DCC-GARCH
182
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Huruta, Andrian Dolfriandra
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1
Sustainable and responsible investment dynamic cross-asset portfolio
Robiyanto, Robiyanto
;
Huruta, Andrian Dolfriandra
; …
- In:
Cogent business & management
10
(
2023
)
1
,
pp. 1-14
DCC-GARCH
analysis technique. The results show that adding Ripple, gold and bonds into a portfolio consisting of Sri …
Persistent link: https://www.econbiz.de/10014466665
Saved in:
2
Unveiling hidden connections : spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets
Liu, Jianjian
;
Wang, Shuhan
;
Xiang, Lijin
;
Ma, Shiqun
; …
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-21
Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (
DCC-GARCH
) methods, to scrutinize the …
Persistent link: https://www.econbiz.de/10014492077
Saved in:
3
The road less travelled : GameFi as a hedge or a safe haven for international indices
Bo, Congcong
;
Shen, Dehua
- In:
Finance research letters
57
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014513379
Saved in:
4
Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities
Robiyanto, Robiyanto
;
Nugroho, Bayu Adi
;
Handriani, Eka
; …
- In:
Financial innovation : FIN
6
(
2020
)
53
,
pp. 1-29
Philippines). Protective put strategy,
DCC-GARCH
, and Markowitz optimization are used to measure hedge effectiveness, risk …
Persistent link: https://www.econbiz.de/10012418412
Saved in:
5
Bitcoin-based triangular arbitrage with the Euro/U.S. dollar as a foreign futures hedge : modeling with a bivariate GARCH model
Nan, Zheng
;
Kaizoji, Taisei
- In:
Quantitative finance and economics
3
(
2019
)
2
,
pp. 347-365
Persistent link: https://www.econbiz.de/10012176483
Saved in:
6
Measuring downside risk in portfolios with Bitcoin
Živkov, Dejan
;
Manić, Slavica
;
Đurašković, Jasmina
; …
- In:
Finance a úvěr
71
(
2021
)
2
,
pp. 178-200
Persistent link: https://www.econbiz.de/10012703788
Saved in:
7
Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Yahya, Muhammad
;
Kanjilal, Kakali
;
Dutta, Anupam
; …
- In:
Energy economics
95
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012816596
Saved in:
8
The dependence and dynamic correlation between Islamic and conventional insurances and stock market : a multivariate short memory approach
El Ansari, Rym Charef
;
El Abed, Riadh
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
3/624
,
pp. 213-222
Persistent link: https://www.econbiz.de/10012671926
Saved in:
9
The political economy of fiscal procyclicality
Lim, Jamus Jerome
- In:
European journal of political economy
65
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012500049
Saved in:
10
Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach
Zivkov, Dejan
;
Njegic, Jovan
;
Zakic, Vladimir
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 65-91
Persistent link: https://www.econbiz.de/10013177146
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