Work

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models

Year: 2021

Type: article

Source: International Journal of Emerging Markets

DOI: 10.1108/ijoem-03-2020-0264

Authors: Mohamed Fakhfekh, Ahmed Jeribi, Ahmed Ghorbel, Nejib Hachicha

Institutions: University of Sfax, University of Monastir, Faculty of Economics and Management of Sfax

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3170258285

FWCI: 5.596

Cites: 33

Cited by: 42

Related to: 10