Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range-Reference-Cited by-同舟云学术

Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

Published:2013-06-07 Issue:5 Volume:32 Page:469-480
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Asai Manabu

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2252/fullpdf

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