Table 5 DCC parameters-DCC-GARCH (1, 1).

From: Investments in the Asian water sector: an analysis based on the DCC-GARCH model

Parameters

Estimates

Significance

α

0.032

(0.000)***

β

0.953

(0.000)***

  1. Standard errors are presented in parentheses; ***Significant at the 1% level.
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