Search Results - dcc
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Short- and long-run cross-border European sustainability interdependences
Published 2024Subjects: “…DCC-MIDAS…”
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A re-examination of the relationship between FTSE100 index and futures prices
Published 2008Subjects: “…DCC-TGARCH…”
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Solid waste management in urban Bangladesh
Published 2002“…The scope of the paper is limited only to discuss the SWM system of both DCC and CCC and the author collected data and information used here during his fieldwork in June- August 2000.…”
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Sentiment across Hashtags and Sentiment Analysis Tools
Published 2020“…This file contains 20 hashtags (including multi-word hashtags), with sentiment polarity results for each, assessed with 20 different sentiment analysis tools, using the iFeel 2 (n.d.) benchmark (available on: http://blackbird.dcc.ufmg.br:1210/).…”
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Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009-15
Published 2017“…However, using a rolling correlation model, a DCC-GARCH model and a t-copula model we find that this is not the case. …”
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Limitations of chlorine disinfection of human excreta: implications for Ebola disease control
Published 2016“…To evaluate the disinfection efficacy of chlorine solutions (HTH, NaDCC and household bleach) against viruses and bacteria within excreta matrices, laboratory-scale disinfection experiments were undertaken. …”
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Published 2016“…This paper applies the vector AR-DCC-FIAPARCH model to eight national stock market indices' daily returns from 1988 to 2010, taking into account the structural breaks of each time series linked to the Asian and the recent Global financial crisis. …”
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