DYNAMIC CONDITIONAL CORRELATION MODELS WITH EXOGENOUS VARIABLES

WEI Qianshu, SONG Lixin, WANG Xiaoguang

Journal of Systems Science and Mathematical Sciences ›› 2015, Vol. 35 ›› Issue (12) : 1479-1486.

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Journal of Systems Science and Mathematical Sciences ›› 2015, Vol. 35 ›› Issue (12) : 1479-1486. DOI: 10.12341/jssms12687

DYNAMIC CONDITIONAL CORRELATION MODELS WITH EXOGENOUS VARIABLES

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2015, 35(12): 1479-1486 https://doi.org/10.12341/jssms12687

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