A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets
Crossref DOI link: https://doi.org/10.1007/s40815-017-0298-x
Published Online: 2017-03-03
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wei, Zi-Kai
Yiu, Ka-Fai Cedric http://orcid.org/0000-0002-7523-4069
Wong, Heung
Chan, Kit-Yan
License valid from 2017-03-03