Christoph Koser

Universitat de Barcelona

Barcelona

Spain

SCHOLARLY PAPERS

1

DOWNLOADS

494

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Apple, Microsoft, Amazon and Google - A Correlation Analysis: Evidence from a DCC-GARCH Model

Number of pages: 14 Posted: 06 Nov 2020
Christoph Koser and Juergen Klaus
Universitat de Barcelona and Technische Universität Dresden Faculty of Business and Economics
Downloads 494 (117,778)

Abstract:

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Dynamic Conditional Correlation, Return Dynamics, DCC-GARCH Model