Nascimento, Diego Carvalho doXavier, CleberFelipe, Israel José dos SantosLouzada Neto, Francisco2020-10-152020-10-152019NASCIMENTO, D. C. et al. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach. Journal of Modern Applied Statistical Methods, v. 18, n. 1, maio 2019. Disponível em: <https://digitalcommons.wayne.edu/jmasm/vol18/iss1/6/>. Acesso em: 27 set. 2020.1538−9472http://www.repositorio.ufop.br/handle/123456789/12846The Dynamic Conditional Correlation GARCH (DCC-GARCH) mutation model is considered using a Monte Carlo approach via Markov chains in the estimation of parameters, time-dependence variation is visually demonstrated. Fifteen indices were analyzed from the main financial markets of developed and developing countries from different continents. The performances of indices are similar, with a joint evolution. Most index returns, especially SPX and NDX, evolve over time with a higher positive correlation.en-USrestritoVisual data miningFinancial contagionArtigo publicado em periodicohttps://digitalcommons.wayne.edu/jmasm/vol18/iss1/6/http://dx.doi.org/10.22237/jmasm/1556669220