Forecasting time-varying covariance with a range-based dynamic conditional correlation model
- 作者Ray Yeutien Chou; Chun-Chou Wu; Nathan Liu
- 卷第33卷
- 期第4期
- 印刷ISSN0924-865X
- 电子ISSN1573-7179
- 文件大小461.40KB
- 发表时间2009-11
- DOI10.1007/s11156-009-0113-3
- 页码327-345
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