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Articles (23)

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1-10 of 23 results for GARCH-DCC models

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Select article: Volatility Spillover Effects between Indian Stock Market and Global Stock Markets: A DCC-GARCH Model

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Research article

First published 2023

Volatility Spillover Effects between Indian Stock Market and Global Stock Markets: A DCC-GARCH Model

Nikhil Yadav, Anurag Bhadur Singh, Priyanka Tandon

FIIB Business Review

Select article: Bitcoin as a Distinct Asset Class for Hedging and Portfolio Diversification: A DCC-GARCH Model Analysis

Open access

Research article

First published 2024-3

Bitcoin as a Distinct Asset Class for Hedging and Portfolio Diversification: A DCC-GARCH Model Analysis

Vikrant Vikram Singh, Harendra Singh, Aleem Ansari

NMIMS Management Review

Select article: Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets

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Research article

First published 2020-12

Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets

Neha Seth, Laxmidhar Panda

Global Business Review

Select article: Commodity Futures Indices and Traditional Asset Markets in India: DCC Evidence for Portfolio Diversification Benefits

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Research article

First published 2014-12

Commodity Futures Indices and Traditional Asset Markets in India: DCC Evidence for Portfolio Diversification Benefits

M.A. Lagesh, Mohammed Kasim C., Sunil Paul

Global Business Review

Select article: Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis

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Research article

First published 2015-2

Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis

Krishna Reddy Chittedi

Global Business Review

Select article: Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet

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Research article

First published 2026-4

Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet

Rupinder Katoch, Shilpa Batra

Studies in Microeconomics

Select article: Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model

Open access

Research article

First published 2021-1

Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model

Fahim Afzal, Pan Haiying, Farman Afzal [...]

Sage Open

Select article: Understanding Dynamic Conditional Correlations between Oil,Natural Gas and Non-Energy Commodity Futures Markets

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Research article

First published 2019-03

Understanding Dynamic Conditional Correlations between Oil,Natural Gas and Non-Energy Commodity Futures Markets

Niaz Bashiri Behmiri, Matteo Manera, Marcella Nicolini

The Energy Journal

Select article: Price and Volatility Linkages Between Indian Stocks and Their European GDRs

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Research article

First published 2019-8

Price and Volatility Linkages Between Indian Stocks and Their European GDRs

Vinodh Madhavan, Partha Ray

Journal of Emerging Market Finance

Select article: How Does COVID-19 Affect the Volatility Spillover Between the Exchange Rate and the Export-oriented Businesses in Iran?

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Research article

First published 2022

How Does COVID-19 Affect the Volatility Spillover Between the Exchange Rate and the Export-oriented Businesses in Iran?

Zahra Honarmandi, Samira Zarei

Global Business Review

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