RITU SURI; SUCHETA GAUBA; A. PORCHELVI. Exploring Multivariate GARCH DCC Model: Investigation into Spillover Effects among Global Financial Markets. Journal of Economics, Finance and Management (JEFM), [S. l.], v. 3, n. 4, p. 1064–1090, 2024. DOI: 10.5281/zenodo.13764958. Disponível em: https://journal-efm.fr/index.php/JEFM/article/view/146. Acesso em: 17 jan. 2026.