Yassine Belasri, Rachid Ellaia

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets

International Journal of Economics and Financial Issues

2017-Cilt: 7 Sayı: 2

384-396

Volatility, Correlation, Multivariate Generalized Autoregressive Conditional Heteroskedasticity, Diagonal Baba, Engle, Kraft and Kroner, Dynamic Conditional Correlation, Stock Markets, Morocco

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