"The Study on Dynamic Conditional Correlation-GARCH Model and its Application."

Ziyu Li, Atsuyuki Naka (2015)

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DOI: 10.1007/978-3-662-49014-3_22

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-17

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Ziyu Li, Atsuyuki Naka:
The Study on Dynamic Conditional Correlation-GARCH Model and its Application. BIC-TA 2015: 242-248

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