Showing 1 - 4 results of 4 for search '"dynamic conditional correlation model"', query time: 0.74s Refine Results
  1. 1
    The Effect of Gold Coin Futures on the Spot Market Volatility in Iran

    The Effect of Gold Coin Futures on the Spot Market Volatility in Iran by Ahmad Mohammadi, Zeinab Savari

    Published 2018-03-01
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  2. 2
    Investigating the Impact of International Sanctions on Performance Indicators of Tehran Stock Exchange with Industries Divided From 2010 to 2020

    Investigating the Impact of International Sanctions on Performance Indicators of Tehran Stock Exchange with Industries Divided From 2010 to 2020 by Hamid Reza Vaezian, Reza Akbarian, Rohollah Shahnazi, Ahmad Sadraei

    Published 2023-02-01
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  3. 3
    The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach

    The dynamic correlation of global economic policy uncertainty index with stock, exchange rate and gold markets in Iran: Application of M-GARRCH and DCC approach by Malihe Ashena, Hamid La’l khezri

    Published 2020-05-01
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  4. 4
    Diversification effect of commodity futures on financial markets

    Diversification effect of commodity futures on financial markets by Takashi Kanamura

    Published 2018-10-01
    Subjects: “…diversification effect| commodity futures| ɑ-stable distribution| dynamic conditional correlation model with exogenous variables| mean-CVaR portfolio optimization…”
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    Article

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