المؤلفون: Linn Arnell, Emma Engström, Gazi Salah Uddin, Md. Bokhtiar Hasan, Sang Hoon Kang

المصدر: Financial Innovation, Vol 9, Iss 1, Pp 1-31 (2023)

مصطلحات موضوعية: Technology sector, Diversification, Dynamic conditional correlation, Uncertainty, Structural breaks, Public finance, K4430-4675, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2199-4730Test

الوصول الحر: https://doaj.org/article/0fd853a59fa343f9b1e6840316263dafTest

المؤلفون: Fabrizio Di Sciorio, Raffaele Mattera, Juan Evangelista Trinidad Segovia

المصدر: Quantitative Finance and Economics, Vol 7, Iss 3, Pp 491-507 (2023)

مصطلحات موضوعية: hurst exponent, efficient market hypothesis, dynamic conditional correlation, multivariate garch, hurst-based garch, Applied mathematics. Quantitative methods, T57-57.97, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2573-0134Test

الوصول الحر: https://doaj.org/article/79918ae8fb8d4a48b9d4619c6384b161Test

المؤلفون: Gholamreza Taghizadegan, Gholamreza Zomorodian, Mirfeiz Fallahshams, Rasoul Saadi

المصدر: تحقیقات مالی, Vol 25, Iss 1, Pp 152-179 (2023)

مصطلحات موضوعية: dynamic copulas, dynamic conditional correlation (dcc), liquidity risk, liquidity-adjusted value-at-risk (lvar), portfolio optimization algorithm, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: https://jfr.ut.ac.ir/article_92801_8fd4087d8e348db7b461be5a4fa12770.pdfTest; https://doaj.org/toc/1024-8153Test; https://doaj.org/toc/2423-5377Test

الوصول الحر: https://doaj.org/article/dfbdb82fc3844d758a6603bcf6701cd1Test

المؤلفون: Maryam Bazraei, Salleh Ghavidel, Ghodratollah Emamverdi, Mahmoud Mahmoudzadeh

المصدر: Iranian Journal of Finance, Vol 5, Iss 4, Pp 25-51 (2021)

مصطلحات موضوعية: stock market, exchange rate, optimal portfolio, dynamic conditional correlation, Finance, HG1-9999, Capital. Capital investments, HD39-40.7

وصف الملف: electronic resource

العلاقة: https://www.ijfifsa.ir/article_139650_e88f42e43403b1b5628436d6abdf9d54.pdfTest; https://doaj.org/toc/2676-6337Test; https://doaj.org/toc/2676-6345Test

الوصول الحر: https://doaj.org/article/14dbe6b93cdc43bba95d0ea1b7fe84f9Test

المؤلفون: Kejia Yan, Huqin Yan, Rakesh Gupta

المصدر: Journal of Risk and Financial Management, Vol 15, Iss 113, p 113 (2022)

مصطلحات موضوعية: cryptocurrencies, dynamic conditional correlation, generalized autoregressive conditional heteroscedasticity, COVID-19 pandemic, Risk in industry. Risk management, HD61, Finance, HG1-9999

العلاقة: https://www.mdpi.com/1911-8074/15/3/113Test; https://doaj.org/toc/1911-8066Test; https://doaj.org/toc/1911-8074Test; https://doaj.org/article/9d4756a38b6f4453bf49536c0d980bbfTest

الإتاحة: https://doi.org/10.3390/jrfm15030113Test
https://doaj.org/article/9d4756a38b6f4453bf49536c0d980bbfTest

المؤلفون: Yan, Kejia, Yan, Huqin, Gupta, Rakesh

مصطلحات موضوعية: Public health, Applied economics, Financial accounting, Social Sciences, Business, Finance, Business & Economics, cryptocurrencies, dynamic conditional correlation

العلاقة: Journal of Risk and Financial Management; Yan, K; Yan, H; Gupta, R, Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19?, Journal of Risk and Financial Management, 2022, 15 (3), pp. 113; http://hdl.handle.net/10072/414110Test

الإتاحة: https://doi.org/10.3390/jrfm15030113Test
http://hdl.handle.net/10072/414110Test

المؤلفون: Alfi Syahri, Robiyanto Robiyanto

المصدر: Jurnal Keuangan dan Perbankan, Vol 24, Iss 3, Pp 350-362 (2020)

مصطلحات موضوعية: composite stock price index, dynamic conditional correlation-generalized autoregressive conditional heteroscedasticity (dcc-garch), gold, indonesia stock exchange, stock volatility, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: http://jurnal.unmer.ac.id/index.php/jkdp/article/view/4621Test; https://doaj.org/toc/1410-8089Test; https://doaj.org/toc/2443-2687Test

الوصول الحر: https://doaj.org/article/8359fe84992446f3b1408ef364b2baecTest

المؤلفون: Chia-Ju Lee, Tuan-Nam Lai, Chang-Chou Chiang, Hai-Chin Yu

المصدر: Investment Management & Financial Innovations, Vol 16, Iss 4, Pp 146-155 (2019)

مصطلحات موضوعية: dynamic conditional correlation, probability distribution, realized distribution, volatility threshold, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/12749/IMFI_2019_04_Lee.pdfTest; https://doaj.org/toc/1810-4967Test; https://doaj.org/toc/1812-9358Test

الوصول الحر: https://doaj.org/article/75759fd989de4d898c410aa22fcf7ad6Test

المؤلفون: Takashi Kanamura

المصدر: Quantitative Finance and Economics, Vol 2, Iss 4, Pp 821-836 (2018)

مصطلحات موضوعية: diversification effect, commodity futures, ɑ-stable distribution, dynamic conditional correlation model with exogenous variables, mean-CVaR portfolio optimization, Applied mathematics. Quantitative methods, T57-57.97, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: http://www.aimspress.com/article/10.3934/QFE.2018.4.821/fulltext.htmlTest; https://doaj.org/toc/2573-0134Test

الوصول الحر: https://doaj.org/article/0a58442816904fea80ac68f999a8e8f3Test

المؤلفون: jafar babajani, Ghasem Bolo, amin Ghazali

المصدر: راهبرد مدیریت مالی, Vol 6, Iss 3, Pp 1-29 (2018)

مصطلحات موضوعية: Systemic risk, systemic risk measurement, prediction of systemic risk, marginal expected shortfall (MES), risk contagion, dynamic conditional correlation (DCC), Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: http://jfm.alzahra.ac.ir/article_3636_aaeadcb4063bb3bbf4ae113ecd4cec5d.pdfTest; https://doaj.org/toc/2345-3214Test; https://doaj.org/toc/2538-1962Test

الوصول الحر: https://doaj.org/article/8ef5bb479d8b44be8d8a3b1cd04b0245Test