Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
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Publication:4687336
DOI10.1002/for.2252zbMath1397.62295OpenAlexW2322097199MaRDI QIDQ4687336
Publication date: 11 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2252
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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