Search Results - subject:"DCC-GARCH Model"

Agarwal, Archana; Dhankhar, Nidhi; Mehla, Sunita - In: Colombo business journal : international journal of … 15 (2024) 2, pp. 162-189

Persistent link: https://www.econbiz.de/10015210715

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

Chen, Yufeng; Yimaier, Reyila; Xiang, Lin - In: Applied economics 57 (2025) 5, pp. 488-506

Persistent link: https://www.econbiz.de/10015192350

hssain, Lhoucine Ben; Agouram, Jamal; Lakhnati, Ghizlane - In: International journal of accounting, auditing and … 21 (2025) 1/2, pp. 65-81

Persistent link: https://www.econbiz.de/10015376433

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

Islam, Md. Kamrul; Hossain, Md. Jamal; Sultana, Nazia; … - In: Journal for studies in economics and econometrics : SEE 48 (2024) 4, pp. 309-325

Persistent link: https://www.econbiz.de/10015175431

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

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

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