Finance research letters · 2019 · 30 citations · 24 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsHigh-frequency Time Series AnalysisInternational Financial IntegrationInternational Financial MarketsVolatility AnalysisVolatility ModelingAsymmetric Volatility ModelsHigh-frequency EconometricsInternational Equity MarketsPrice Volatility TransmissionTime Series Volatility Modeling
24
Dynamic Conditional Correlation
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