Dynamic conditional correlation GARCH

The dynamic relationship of oil price, gold price and stock market return. Evidence in Vietnam

By Nguyen Phan Hong Ngoc (VNP 23) Supervisor: Dr. Ngo Minh Hai Abstract: The thesis research the dynamic relationship among oil price, gold price and the stock market return in Vietnam. By applying different statistical methods, this thesis aims to investigate how these three assets move in relation to each other. The time series data […]

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