Agarwal, A., Dhankhar, N., & Mehla, S. Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method. Faculty of Management & Finance, University of Colombo.
Chicago Style (17th ed.) CitationAgarwal, Archana, Nidhi Dhankhar, and Sunita Mehla. Interconnectedness and Spillover Effects Amongst Stock Markets of the US, China, Germany, Japan and India Using DCC-GARCH Model and Diebold Yilmaz Method. Faculty of Management & Finance, University of Colombo.
MLA (9th ed.) CitationAgarwal, Archana, et al. Interconnectedness and Spillover Effects Amongst Stock Markets of the US, China, Germany, Japan and India Using DCC-GARCH Model and Diebold Yilmaz Method. Faculty of Management & Finance, University of Colombo.