Analyzing Spillover Effects Among BRICS Stock Markets: Application of Copula and DCC-MGARCH Model

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journal：Review of Pacific Basin Financial Markets and Policies

Authors：Naliniprava Tripathy; Pradiptarathi Panda

Published date：2023-12-

DOI：10.1142/s0219091523500236

PDF link：https://www.worldscientific.com/doi/pdf/10.1142/S0219091523500236

Article link：http://dx.doi.org/10.1142/s0219091523500236

Article Source：World Scientific Pub Co Pte Ltd。


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