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Applied Financial Economics, Vol. 12, Iss. 10, 2002-10 ,pp. : 751-763

Routledge Ltd

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Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation

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Applied Financial Economics Letters, Vol. 2, Iss. 2, 2006-03 ,pp. : 123-130

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A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH

By Lee Ming-Chih   Chiou Jer-Shiou   Lin Cho-Min  

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 183-188

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The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires

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Global Business and Economics Review, Vol. 10, Iss. 1, 2008-01 ,pp. : 1-10

Inderscience Publishers

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Testing for structural breaks in GARCH models

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Applied Financial Economics, Vol. 18, Iss. 10, 2008-06 ,pp. : 845-862

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