Work

Construction of Dynamic Correlation Model between Stock and Gold Markets Based on DCC-MVGARCH

Year: 2024

Type: conference-paper

DOI: 10.1109/ssitcon62437.2024.10796762

Author: Zeyu Zhu

Institution: Lingnan University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405633330

FWCI:

Cites: 11

Cited by:

Related to: 10