Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China - Concepedia

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

70

Citations

9

References

1999

Year

Albert K. Tsui, Yu Qiao

Mathematics and Computers in Simulation

Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset PricingConstant Conditional CorrelationMarket TrendBusinessEconometricsStock MarketsStatisticsFinanceBivariate Garch Model

References

	Year	Citations

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