পদ্ধতির তুলনা করুন

	DCC-GARCH (Dynamic Conditional Correlation)	GJR-GARCH (অপ্রতিসম GARCH)	প্যানেল ইগার্ক	প্যানেল ডেটা ফিক্সড এফেক্টস মডেল
ক্ষেত্র	অর্থায়ন	অর্থমিতি	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model	Regression model	Regression model
উদ্ভবের বছর	2002	1993	1991 (EGARCH); panel extensions widely used from 2000s	2014
প্রবর্তক	Robert F. Engle	Glosten, Jagannathan & Runkle (1993); Zakoian (1994)	Daniel B. Nelson (EGARCH); panel extension by applied econometrics literature	Hsiao (textbook treatment); within transformation of panel data
ধরন	Multivariate volatility model	Asymmetric conditional volatility model	Volatility model	Panel data regression
মৌলিক উৎস	Engle, R. (2002). Dynamic Conditional Correlation: A Simple Class of Multivariate GARCH Models. Journal of Business & Economic Statistics, 20(3), 339-350.	Glosten, L. R., Jagannathan, R. & Runkle, D. E. (1993). On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. The Journal of Finance, 48(5), 1779-1801.	Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347–370.	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
অপর নাম	dynamic conditional correlation, Engle DCC, multivariate GARCH, DCC-GARCH — Dinamik Koşullu Korelasyon	asymmetric GARCH, leverage GARCH, TGARCH, GJR-GARCH — Asimetrik GARCH (Glosten-Jagannathan-Runkle)	Panel EGARCH model, panel exponential GARCH, EGARCH for panel data, cross-sectional EGARCH	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
সম্পর্কিত	5	5	4	5
সারসংক্ষেপ	DCC-GARCH is Engle's (2002) multivariate volatility model that lets the correlations between several assets change over time. A separate univariate GARCH model is fitted to each series, and then the dynamic correlation matrix is estimated in a second, separate step.	GJR-GARCH is a variant of the GARCH conditional-volatility model that captures the asymmetric effect of negative shocks on volatility using an indicator variable. It was introduced by Glosten, Jagannathan and Runkle (1993), with a closely related threshold formulation by Zakoian (1994).	Panel EGARCH extends Nelson's (1991) Exponential GARCH model to a panel setting, allowing conditional variance to evolve asymmetrically over time for each cross-sectional unit. The log specification ensures non-negative variance without parameter constraints, and the leverage term distinguishes whether negative shocks amplify volatility more than positive ones of equal magnitude.	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).