Top Tweets for #DCCGARCH
π https://t.co/XyrilDGjIv
π Examining contagion effects between global crude oil prices and the Southeast Asian stock markets during the COVID-19 pandemic
π₯ Mien Thi Ngoc Nguyen
#contagioneffect, #COVID19, #DCCGARCH, #globalcrudeoilprices, #SoutheastAsianstockmarkets,
πhttps://t.co/NJW7WF9XhH
π High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19
π₯ Hongjun Zeng, Ran Lu
#COVID19, #DCCGARCH, #leadinglagrelationship, #realizedvolatilityspillovers
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