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https://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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