Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Year of publication: |
2013
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Authors: | Asai, Manabu |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 32.2013, 5, p. 469-480
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