Search Results - subject:"DCC-GARCH model"

Ashena, Malihe; Laal Khezri, Hamid; Shahpari, Ghazal - In: Applied economic analysis : AEA 32 (2023) 94, pp. 23-40

Persistent link: https://www.econbiz.de/10014490893

Lucchetti, Riccardo; Pedini, Luca - In: Computational economics 64 (2024) 2, pp. 1023-1046

Persistent link: https://www.econbiz.de/10015078073

Ibironke, Adesola - In: The Chinese economy : translations and studies 56 (2023) 3, pp. 220-243

Persistent link: https://www.econbiz.de/10014290804

Ampountolas, Apostolos - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-22

bidirectional shock transmission effects between the cryptocurrency pairs. Hence, the multivariate DCC-GARCH model can identify the …

Persistent link: https://www.econbiz.de/10013368338

Wang, Hao; Dong, Yizhe; Sun, Mingli; Shi, Baofeng; Ji, Hao - In: Economic modelling 130 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014451147

Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - 2021

Persistent link: https://www.econbiz.de/10012692391

Bo, Congcong; Shen, Dehua - In: Finance research letters 57 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014513379

Wu, Hao; Zhu, Huiming; Huang, Fei; Mao, Weifang - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014246897

Sharma, Gagan Deep; Talan, Gaurav; Bansal, Sanchita; … - In: Journal of sustainable finance & investment 13 (2023) 2, pp. 1009-1029

Persistent link: https://www.econbiz.de/10014373536

Kaura, Ruchika; Rajput, Namita - In: International journal of economics and business … 26 (2023) 1, pp. 84-109

Persistent link: https://www.econbiz.de/10014309309

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