Keywords: DCC-GARCH model
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Journal Articles
African Journal of Economic and Management Studies (2018) 9 (2): 213–230.
Published: 11 June 2018
... The study uses alternative methods, including vector autoregressive-generalised autoregressive conditional heteroskedasticity (VAR-GARCH) within the framework of Baba-Engle-Kraft-Kroner model, constant conditional correlation (CCC)-GARCH and dynamic conditional correlation (DCC)-GARCH models. Findings...

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