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~subject:"Dynamic Conditional Correlation"
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Dynamic Conditional Correlation
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Bhandari, Avishek
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Hafsal K.
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Yazir P.
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The empirical economics letters : a monthly international journal of economics
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Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek
;
Yazir P.
;
Hafsal K.
- In:
The empirical economics letters : a monthly …
15
(
2016
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
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