Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations

Author： Choy S.T. Boris   Chen Cathy W.S.   Lin Edward M.H.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.14, Iss.7, 2014-07, pp. : 1297-1313

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