Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China

Mathematics and Computers in Simulation

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Bibliographic Details
Main Authors:	Tsui, A.K., Yu, Q.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	Garch model Shanghai and Shenzhen markets Stock returns
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/22376
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-22376
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spelling	sg-nus-scholar.10635-223762015-02-11T08:37:34Z Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China Tsui, A.K. Yu, Q. ECONOMICS Garch model Shanghai and Shenzhen markets Stock returns Mathematics and Computers in Simulation 48 4-6 503-509 MCSID 2011-05-03T08:09:15Z 2011-05-03T08:09:15Z 1999 Article Tsui, A.K.,Yu, Q. (1999). Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China. Mathematics and Computers in Simulation 48 (4-6) : 503-509. ScholarBank@NUS Repository. 03784754 http://scholarbank.nus.edu.sg/handle/10635/22376 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Garch model Shanghai and Shenzhen markets Stock returns
spellingShingle	Garch model Shanghai and Shenzhen markets Stock returns Tsui, A.K. Yu, Q. Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
description	Mathematics and Computers in Simulation
author2	ECONOMICS
author_facet	ECONOMICS Tsui, A.K. Yu, Q.
format	Article
author	Tsui, A.K. Yu, Q.
author_sort	Tsui, A.K.
title	Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
title_short	Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
title_full	Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
title_fullStr	Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
title_full_unstemmed	Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
title_sort	constant conditional correlation in a bivariate garch model: evidence from the stock markets of china
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/22376
_version_	1681079947114840064

Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China

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