Work

Conditional correlation in asset return and GARCH intensity model

Year: 2013

Type: article

Source: AStA Advances in Statistical Analysis

DOI: 10.1007/s10182-013-0219-8

Authors: Geon Ho Choe, Kyungsub Lee

Institution: Korea Advanced Institute of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2032154603

FWCI:

Cites: 23

Cited by: 2

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