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Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range.

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Bibliographic Details
Title: Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range.
Authors: Asai, Manabu1,2
Source: Journal of Forecasting. Aug2013, Vol. 32 Issue 5, p469-480. 12p.
Database: Mathematics Source
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ISSN:02776693
DOI:10.1002/for.2252