Boleslaw Borkowski

Warsaw University of Life Sciences

ul. Nowoursynowska 159

Warsaw, 02-776

Poland

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Modeling Dynamic Correlation and Volatility of the Visegrad Group Fuel Markets

Number of pages: 34 Posted: 10 Aug 2022
Monika Krawiec, Boleslaw Borkowski and Yochanan Shachmurove
Warsaw University of Life Sciences, Warsaw University of Life Sciences and CUNY - The Graduate Center
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Citation 1

Abstract:

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Visegrad Group, fuel prices, cointegration, Johansen test, multivariate dynamic conditional correlation GARCH (DCC GARCH-M) model