{"title":"Using Multivariate Dynamic Conditional Correlation GARCH model to analysis financial market data","authors":"Fatma Y. Alshenawy, دعاء عاشور","doi":"10.21608/zcom.2023.213791.1258","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":320256,"journal":{"name":"مجلة البحوث التجارية","volume":"3 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"مجلة البحوث التجارية","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21608/zcom.2023.213791.1258","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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