Modelling the volatility transmission and conditional...

Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk

Bernardo da Veiga, Felix Chan, Michael McAleer
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Volume:
78
Year:
2008
Language:
english
Pages:
17
DOI:
10.1016/j.matcom.2008.01.031
File:
PDF, 1018 KB
english, 2008
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