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Keywords: DCC GARCH
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Journal Articles
Journal:
Journal of Indian Business Research
Journal of Indian Business Research (2025) 17 (3): 243–263.
Published: 25 September 2025
... 2025 Emerald Publishing Limited Licensed re-use rights only Volatility VAR Variance decomposition DCC GARCH Granger causality Impulse response function The authors received no financial support for the research, authorship and/or publication of this article. In 6000 BC...
