PERUMANDLA, Swamy; KURISETTI, Padma. Time - Varying Correlations, Causality, and Volatility Linkages of Indian Commodity and Equity Markets : Evidence from DCC - GARCH. Indian Journal of Finance, [S. l.], v. 12, n. 9, p. 21–40, 2018. DOI: 10.17010/ijf/2018/v12i9/131558. Disponível em: https://www.indianjournalofcapitalmarkets.com/index.php/IJF/article/view/131558. Acesso em: 6 aug. 2025.