Multidimensional connectedness among the fourth industrial revolution assets

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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Bibliographic Details
Main Author: El Khoury, Rim (author)
Other Authors: Alshater, Muneer M. (author), Li, Yanshuang (author)
Format: article
Published: 2023
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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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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