The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315)
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scientific article; zbMATH DE number 7742989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model |
scientific article; zbMATH DE number 7742989 |
Statements
The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (English)
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28 September 2023
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ESG stock indices
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DCC-GARCH
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volatility connectedness
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spillover
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VAR
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