يعرض 1 - 10 نتائج من 1,183 نتيجة بحث عن '"DCC Garch"', وقت الاستعلام: 1.06s تنقيح النتائج
  1. 1
    مؤتمر
    Exploring Contagion Effects Between Commodity and Securities Markets During the Post-COVID-19 Pandemic and the Russia-Ukraine Conflict using a Dynamic Conditional Correlation Approach

    المؤلفون: Saijai, Worrawat, Srichaikul, Wilawan, Chanaim, Somsak

    المصدر: 2023 International Conference on Computer Applications Technology (CCAT) CCAT Computer Applications Technology (CCAT), 2023 International Conference on. :131-136 Sep, 2023

    Relation: 2023 International Conference on Computer Applications Technology (CCAT)

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  2. 2
    دورية أكاديمية
    On the empirical performance of different covariance-matrix forecasting methods

    المؤلفون: Torres, Rafael, Villena, MarceloAff2, IDs00521024095745_cor2

    المصدر: Neural Computing and Applications. 36(16):9503-9524

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  3. 3
    مؤتمر
    Hybrid Portfolio Decision: Forecasting Sharpe Ratio with ARI-LSTM Method

    المؤلفون: Shu, Zishan, Li, Chenlong, Jiang, Wentao, Lu, Yong

    المصدر: 2023 IEEE 3rd International Conference on Electronic Technology, Communication and Information (ICETCI) Electronic Technology, Communication and Information (ICETCI), 2023 IEEE 3rd International Conference on. :890-896 May, 2023

    Relation: 2023 IEEE 3rd International Conference on Electronic Technology, Communication and Information (ICETCI)

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  4. 4
    مؤتمر
    Cryptocurrency as a Hedging Alternative- DCC GARCH Model Analysis using R Programming

    المؤلفون: Singh, Vikrant Vikram, Singh, Harendra, Gupta, Aditya Kumar, Yadav, Prashant Dev

    المصدر: 2022 5th International Conference on Contemporary Computing and Informatics (IC3I) Contemporary Computing and Informatics (IC3I), 2022 5th International Conference on. :1529-1533 Dec, 2022

    Relation: 2022 5th International Conference on Contemporary Computing and Informatics (IC3I)

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  5. 5
    دورية أكاديمية
    Employment of the DCC-GARCH Copula Model to explore a link between robotics and artificial intelligence and green crypto investments

    المؤلفون: Ha, Le ThanhAff1, IDs11356024337651_cor1

    المصدر: Environmental Science and Pollution Research. :1-16

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  6. 6
    دورية أكاديمية
    Spillover effects and transmission of shocks in Visegrad equity markets

    المؤلفون: Aliu, Florin, Asero, Vincenzo, Asllani, Alban, Kučera, Jiří

    المصدر: Studies in Economics and Finance, 2023, Vol. 41, Issue 2, pp. 312-334.

    URL الوصول: http://www.emeraldinsight.com/doi/10.1108/SEF-07-2023-0395

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  7. 7
    دورية أكاديمية
    Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH

    المؤلفون: Ozkan, Oktay, Abosedra, Salah, Sharif, ArshianAff3, Aff5, Alola, Andrew AdewaleAff4, Aff5, IDs10644024096969_cor4

    المصدر: Economic Change and Restructuring: Empirical and Policy Research on the Transitional and Emerging Economies. 57(3)

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  8. 8
    دورية أكاديمية
    Investigating the price volatility spillover effects in the poultry industry inputs market and the egg market in Iran: using the multivariate DCC-GARCH model

    المؤلفون: Akram Javadi, Mohammad Ghahremanzadeh, Elham Assadi Soumeh

    المصدر: Agriculture & Food Security, Vol 13, Iss 1, Pp 1-10 (2024)

    مصطلحات موضوعية: Egg, Food security, Poultry industry’s input, Price volatility spillover effects, DCC-GARCH, Agriculture, Nutrition. Foods and food supply, TX341-641

    وصف الملف: electronic resource

    Relation: https://doaj.org/toc/2048-7010

    URL الوصول: https://doaj.org/article/fbcd14ec969d483faf50d1c5e7fe15d4

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  9. 9
    دورية أكاديمية
    Investigation into the dynamic relationships between global economic uncertainty and price volatilities of commodities, raw materials, and energy

    المؤلفون: Ashena, Malihe, Laal Khezri, Hamid, Shahpari, Ghazal

    المصدر: Applied Economic Analysis, 2023, Vol. 32, Issue 94, pp. 23-40.

    URL الوصول: http://www.emeraldinsight.com/doi/10.1108/AEA-06-2023-0207

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  10. 10
    كتاب إلكتروني
    Exploring the Dynamic Correlations Between Stock Market Indexes and Exchange Rates: During- And Post-Crisis Insights from USA, Japan, China, England, and Thailand

    المؤلفون: Saijai, WorrawatAff11, Kaewsompong, NachattapongAff11, Thongkairat, SukritAff11

    المساهمون: Kacprzyk, Janusz, Series EditorAff1, Novikov, Dmitry A., Editorial Board MemberAff2, Shi, Peng, Editorial Board MemberAff3, Cao, Jinde, Editorial Board MemberAff4, Polycarpou, Marios, Editorial Board MemberAff5, Pedrycz, Witold, Editorial Board MemberAff6, Ngoc Thach, Nguyen, editorAff7, Trung, Nguyen Duc, editorAff8, Ha, Doan Thanh, editorAff9, Kreinovich, Vladik, editorAff10

    المصدر: Partial Identification in Econometrics and Related Topics. 531:325-342

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