A DCC model trang 1 tải miễn phí từ tailieunhanh

"A DCC model" trang 1 - tải miễn phí từ tailieunhanh

Nonlinear interactions and volatility spillovers between stock and foreign exchange markets: The stvec-stgarch-DCC approach

Nonlinear interactions and volatility spillovers between stock and foreign exchange markets: The stvec-stgarch-DCC approach

33 63 2

On the comovements among European exchange rates and stock prices: A multivariate time-varying asymmetric approach

On the comovements among European exchange rates and stock prices: A multivariate time-varying asymmetric approach

27 88 0