1.
Ritu Suri, Sucheta Gauba, A. Porchelvi. Exploring Multivariate GARCH DCC Model: Investigation into Spillover Effects among Global Financial Markets. JEFM [Internet]. 2024Sep.15 [cited 2026Jan.16];3(4):1064-90. Available from: https://journal-efm.fr/index.php/JEFM/article/view/146