Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/22376
Title: Constant conditional correlation in a bivariate GARCH model: Evidence from the stock markets of China
Authors: Tsui, A.K. 
Yu, Q. 
Keywords: Garch model
Shanghai and Shenzhen markets
Stock returns
Issue Date: 1999
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
URI: http://scholarbank.nus.edu.sg/handle/10635/22376
ISSN: 03784754
Appears in Collections:Staff Publications

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