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
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/22376
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Institution: National University of Singapore

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