Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Year of publication: |
2013
|
---|---|
Authors: | Asai, Manabu |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 5, p. 469-480
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
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