Multidimensional connectedness among the fourth industrial revolution assets
This study investigates the multidimensional connectedness between various Fourth Industrial Revolution assets and global commodities to analyze their role in portfolio diversification. Using dynamic conditional correlation-generalized autoregressive conditional heteroskedasticity (DCC-GARCH), Barun...
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| Format: | article |
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2023
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| Online Access: | http://hdl.handle.net/10725/14978 https://doi.org/10.1016/j.bir.2023.04.002 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://www.sciencedirect.com/science/article/pii/S2214845023000546 |
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