Helena Ch

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Questions related from Helena Ch

What are the control variables for the DCC-GARCH industry risk analysis ?

My paper is a DCC-Garch dynamic correlation analysis using industry stock indices upstream and downstream of the industry chain. Someone's comment: "if you measure the risks in the stock market,...

07 May 2023 7,266 0 View

Please advise on the control variables for the DCC-GARCH industry risk analysis !

My paper is a DCC-Garch dynamic correlation analysis using industry stock indices upstream and downstream of the industry chain. Someone's comment: "if you measure the risks in the stock market,...

01 January 1970 8,382 0 View