Forecasting time-varying covariance with a range-based dynamic conditional correlation model
| Year of publication: |
2009
|
|---|---|
| Authors: | Chou, Ray Yeutien ; Wu, Chun-Chou ; Liu, Nathan |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 33.2009, 4, p. 327-346
|