Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range.
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| Title: | Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range. |
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| Authors: | Asai, Manabu1,2 |
| Source: | Journal of Forecasting. Aug2013, Vol. 32 Issue 5, p469-480. 12p. |
| Database: | Mathematics Source |
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