Exploring Volatility Spillovers and Dynamic  Conditional Correlations among MSCI, NIKKEI  400, S&P 500 and CSI 300 using Multivariate  DCC-GARCH models

Additional Metadata
Keywords	spillover effects; financial contagion; DCCs; GARCH models; autocorrelation; conditional variance; ARCH effects; GARCH effects;
Thesis Advisor	Ma, X
Persistent URL	hdl.handle.net/2105/67121
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Markoulaki, T. (2023, March 31). Exploring Volatility Spillovers and Dynamic Conditional Correlations among MSCI, NIKKEI 400, S&P 500 and CSI 300 using Multivariate DCC-GARCH models. Business Economics. Retrieved from http://hdl.handle.net/2105/67121

Publication