Work

Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models

Year: 2024

Type: article

Source: Review of Middle East Economics and Finance

DOI: 10.1515/rmeef-2024-0018

Authors: Mohamed Ismail Mohamed Riyath, Nagham Aldabbous

Institutions: South Eastern University of Sri Lanka, Public Authority for Applied Education and Training

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404187396

FWCI: 0.36

Cites: 61

Cited by: 1

Related to: 10