Open AccessThe Dynamic Volatilities and Correlations between German Stock Market Indices and Commodities: Evidence from Wavelet and MGARCH-DCC Approaches
Author(s) -
Ahmad Monir Abdullah,
Maizatulakma Abdullah,
Romlah Jaafar
Publication year - 2022
Publication title -
asian economic and financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.215
H-Index - 10
eISSN - 2305-2147
pISSN - 2222-6737
DOI - 10.55493/5002.v12i8.4591
Subject(s) - econometrics , portfolio , economics , stock market index , stock (firearms) , stock market , crude oil , wavelet , stock exchange , financial economics , computer science , finance , artificial intelligence , mechanical engineering , paleontology , horse , engineering , petroleum engineering , biology
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