المؤلفون: Ju. S. Trifonov, B. S. Potanin

المصدر: Финансы: теория и практика, Vol 26, Iss 2, Pp 204-218 (2022)

مصطلحات موضوعية: financial markets, financial assets, volatility modelling, egarch, dcc-garch, leverage effect, conditional correlation, multivariate garch models, joint volatility dynamics, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://financetp.fa.ru/jour/article/view/1589; https://doaj.org/toc/2587-5671; https://doaj.org/toc/2587-7089

URL الوصول: https://doaj.org/article/b6a28fe180b34b52877f08edb7735d17