Heterogeneous asymmetric dynamic conditional correlation model with stock return and range
Year of publication: |
2013
|
---|---|
Authors: | Asai, Manabu |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 5, p. 469-480
|
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Korrelation | Correlation | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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