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Keywords: CCC-GARCH model
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Journal Articles
African Journal of Economic and Management Studies (2018) 9 (2): 213–230.
Published: 11 June 2018
... of standardized residuals, there is also absence of autocorrelation for the OILP and XR. The graphical inspection of Figure 3 indicates that the DCC-GARCH model is superior to the CCC-GARCH model to investigate the relationships between volatility and correlation on the FXM and OILM. In this study, we...
