Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
| Year of publication: |
2013
|
|---|---|
| Authors: | Asai, Manabu |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 32.2013, 5, p. 469-480
|