Article citationsMore>>
Chou, R.Y., Wu, C.C. and Liu, N. (2009) Forecasting Time-Varying Covariance with a Range-Based Dynamic Conditional Correlation Model. Review of Quantitative Finance and Accounting, 33, 327-345.
http://dx.doi.org/10.1007/s11156-009-0113-3
has been cited by the following article:
Related Articles:
-
Hongwang Yu, Baoshan Zhang, Yufan Zheng
-
Hui Li, Zhiqiang Cao
-
Xinlong Ji, Lu Zhou
-
Costin D. Untaroiu, Alexandrina Untaroiu, Mihail Boiangiu
-
Panagiotis G. Papaioannou, George P. Papaioannou, Akylas Stratigakos, Christos Dikaiakos