dynamic conditional correlation
A scalar dynamic conditional correlation model : structure and estimation
38
Forecasting Time Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
35
What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
17
Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece
44
Dynamic conditional correlation analysis of foreign exchange market contagion during subprime crisis
11
Modelling crude oil petroleum products’ price nexus using dynamic conditional correlation GARCH models
11
An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
21
A local dynamic conditional correlation model
30
Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises
25
Elliptical Copulae with Dynamic Conditional Correlation
128
Africa Stock Markets Cross-Market Linkages: A Time-Varying Dynamic Conditional Correlations (DCC-GARCH) Approach
8
A Dynamic Measure of Intentional Herd Behavior in Financial Markets
34
Cointegration and conditional correlations among German and Eastern Europe equity markets
27
A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion
19
Contagion between United States and european markets during the recent crises
25
An empirical examination of stock market integration in EMU
59
Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets
13
The Co-movement between Output and Prices: Evidence from Iran
8
AN EMPIRICAL STUDY ON PRICE-VOLUME RELATIONSHIP OF FIRM SIZE INDICES USING THE DCC-GARCH MODEL
8
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
24