An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model
The paper selects the daily trading data of three stocks in the agricultural sector of the Chinese stock market from 1st September 2015 to 31st August 2021. It uses the DCC-GARCH model to study the correlation between these stocks to examine the volatility and conductivity of their risks. The result...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Science Research Publishing
2024
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/30862/1/JMF%2014%2001%202024%2001-17.pdf https://doi.org/10.4236/jmf.2024.141001 |