Using Multivariate Dynamic Conditional Correlation GARCH model to analysis financial market data
Last updated: 04 Jan 2025
10.21608/zcom.2023.213791.1258
Quasi likelihood, asset interactions, Financial Markets, Multivariate DCC-GARCH, dynamic correlations asset interactions
Fatma
Alshenawy
Mansoura- Egypt
felshinawy@gmail.com
0000000277651616
Doaa A.
Abdo
كلية التجارة -جامعة المنصورة
doaaashour@mans.edu.eg
0000-0003-1223-6056
45
4
44065
2023-10-01
2023-05-28
2023-10-01
34
64
1110-7731
2735-4512
https://zcom.journals.ekb.eg/article_313359.html
https://zcom.journals.ekb.eg/service?article_code=313359
29
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https://zcom.journals.ekb.eg/
Using Multivariate Dynamic Conditional Correlation GARCH model to analysis financial market data
Details
Type
Article
Created At
27 Dec 2024