Skip to Main Content
Keywords: DCC-t-Copula
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal of Islamic Accounting and Business Research (2021) 12 (7): 1055–1076.
Published: 11 August 2021
... and Yilmaz (2012). A network-based spillover of Diebold and Yılmaz, (2014) is also made. A dynamic optimal weights strategy optimized with DCC-t-Copula determines bivariate portfolios’ performances. In general, there are 21 bivariate portfolios. Findings The outbreak of COVID-19 increases the dynamic...

or Create an Account

Close Modal
Close Modal