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|Title:||Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China|
|Authors:||Tsui, A.K. |
Shanghai and Shenzhen markets
|Citation:||Tsui, A.K.,Yu, Q. (1999). Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China. Mathematics and Computers in Simulation 48 (4-6) : 503-509. ScholarBank@NUS Repository.|
|Source Title:||Mathematics and Computers in Simulation|
|Appears in Collections:||Staff Publications|
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