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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
|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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