Analysis of Multivariate-GARCH via DCC Modelling
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Choi, S.M.
(Department of Statistics, Sookmyung Women's University)
Hong, S.Y. (Department of Statistics, Sookmyung Women's University) Choi, M.S. (Department of Statistics, Sookmyung Women's University) Park, J.A. (Department of Statistics, Sookmyung Women's University) Baek, J.S. (Department of Statistics, Sookmyung Women's University) Hwang, S.Y. (Department of Statistics, Sookmyung Women's University) |
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