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Heterogeneous asymmetric dynamic conditional correlation model with stock return and range
Asai, Manabu - In: Journal of forecasting 32 (2013) 5, pp. 469-480
Persistent link: https://www.econbiz.de/10009788806
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui; Li, Raymond W. M.; Asai, Manabu; Jiang, Yue - In: Journal of forecasting 36 (2017) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Cover Image
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Asai, Manabu - In: Journal of forecasting 32 (2013) 5, pp. 469-480
Persistent link: https://www.econbiz.de/10010155122