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  • Search: subject:"DCC-MVGARCH model"
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"8/11" exchange rate reform 1 China 1 Cointegration 1 DCC-MVGARCH model 1 Devisenmarkt 1 Exchange rate 1 Foreign exchange market 1 Japan 1 Kointegration 1 Renminbi 1 Spillover effect 1 Spillover-Effekt 1 Theorie 1 Theory 1 VAR model 1 VAR-Modell 1 Wechselkurs 1 exchange rate linkage VAR model 1 offshore market 1 onshore market 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gao, Jieying 1 Lian, Yonghui 1
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Frontiers of business research in China : selected publications from Chinese universities 1
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ECONIS (ZBW) 1
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Did you mean: subject:"DCC-mgarch model" (13 results)
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Spillover effect in the RMB foreign exchange market : based on VAR and DCC.MVGARCH models
Gao, Jieying; Lian, Yonghui - In: Frontiers of business research in China : selected … 16 (2022) 1, pp. 88-104
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