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Showing 1 to 5 of 5 for “"DCC-GARCH"”.

  1. On modelling volatility and mortality for pension schemes

    … study of various advance multivariate DCC GARCH models which are used for construction of optimal portfolios in modelling asset return covariances. The effectiveness of using parametric copula in estimating portfolio risk measures are evaluated such that the DCC models are found to have …

    essex Repository record for On modelling volatility and mortality for pension schemes (opens in a new tab)

  2. African stock markets: empirics of development, integration, efficiency and investor herd behaviour

    … wavelet squared coherence analysis, multivariate DCC-GARCH analysis, and the cross-sectional absolute deviation (CSAD) modelling technique. The findings of this study have far-reaching implications: First, we conclude that both domestic (macroeconomic and institutional) and global factors drive …

    zulu Repository record for African stock markets: empirics of development, integration, efficiency and investor herd behaviour (opens in a new tab)

  3. Three Essays on Fiscal Policy

    … are used as a proxy for country risk by using a DCC-GARCH model. Then, at the second stage, time variant country betas are regressed on a set of macroeconomic, financial and political variables to distinguish the relative effects of each variable on country risk. Finally, a Kalman Filter approach …

    cuny-grad Repository record for Three Essays on Fiscal Policy (opens in a new tab)

  4. Empirical Analysis of Time-Varying Cross-Border Correlation and Spillover Risk.

    … Data Sampling Dynamic Conditional Correlation GARCH (MIDAS-DCC GARCH) model to include a new scalar measure for the degree of correlatedness in time-varying correlation matrices. We also explore the robustness of the findings with a less model-dependent realized covariance estimator. We find a …

    maynooth Repository record for Empirical Analysis of Time-Varying Cross-Border Correlation and Spillover Risk. (opens in a new tab)

  5. Oil Price Movements and Equity Returns: Evidence from the GCC Countries

    … the equity returns volatility requires using GARCH-type models. These models help to explore the pronounced differences of the conditional variance structures across sectors and markets. Chapter 1 compares the effects of changes in oil price return and its volatility on equity returns and …

    siu-theses Repository record for Oil Price Movements and Equity Returns: Evidence from the GCC Countries (opens in a new tab)