Modified models and simulations for estimating dynamic functional connectivity in resting state functional magnetic resonance imaging.
Sign Up to like & getrecommendations! Published in 2020 at "Statistics in medicine"
DOI: 10.1002/sim.8512
Abstract: As understanding the nature of brain networks through dynamic functional connectivity (dFC) estimation is of paramount significant, the introduction and revision of blood-oxygen-level dependent (BOLD) signal simulation methods in brain regions and dFC estimation methods… read more here.
Keywords: resonance imaging; magnetic resonance; conditional correlation; dynamic functional ... See more keywords
Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis
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DOI: 10.1016/j.eneco.2019.02.016
Abstract: This paper explores the dynamic conditional correlation and volatility linkage between Islamic indexes and oil for BRIC countries. Correlations between these assets increase during the global financial crisis for India and China but not for… read more here.
Keywords: volatility spillover; conditional correlation; volatility; oil ... See more keywords
Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach
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DOI: 10.1016/j.ribaf.2021.101488
Abstract: This study assesses the impact of the novel coronavirus disease (COVID-19) cases on the Japanese stock market. As of October 30, 2020, the cumulative number of cases in Japan has reached over one hundred thousand.… read more here.
Keywords: impact covid; assessing impact; covid; conditional correlation ... See more keywords
Empirical Evidence of Dynamic Conditional Correlation Between Asian Stock Markets and US Stock Indexes During COVID-19 Pandemic
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Asian Finance, Economics and Business"
DOI: 10.13106/jafeb.2021.vol8.no9.0143
Abstract: This study aims to explore the dynamic conditional correlation (DCC) between ten Asian stock indexes, the US stock index, and Bitcoin by using the dynamic conditional correlation model. The time span of the daily data… read more here.
Keywords: asian stock; correlation; conditional correlation; covid pandemic ... See more keywords