Dynamic Conditional Correlation Generalised Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model | AUC Library

Dynamic Conditional Correlation Generalised Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model collection

Title: Dynamic relationship between Nigeria-US exchange rate and crude oil price
Author: Raji, Jimoh Olajide, Abdulkadir, Rihanat Idowu, Badru, Bazeet Olayemi
Date published: 2018
Publisher: Emerald Publishing Limited
Catagory URL: http://www.emeraldinsight.com