Using Multivariate Dynamic Conditional Correlation GARCH model to analysis financial market data
In financial markets, understanding the dynamic relationships between assets is crucial for effective portfolio management. This study highlights the importance of using the DCC-GARCH (Dynamic Conditional Correlation - Generalized Autoregressive Conditional Heteroskedasticity) model as a powerful mu...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Árabe |
| Pubblicazione: |
جامعة الزقازيق، کلية التجارة
2023-10-01
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| Serie: | Maǧallaẗ Al-Buḥūṯ Al-Tiǧāriyyaẗ |
| Soggetti: | |
| Accesso online: | https://zcom.journals.ekb.eg/article_313359_901b330eb9a75ec43bd06419e4f35b12.pdf |
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