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Ji‐Chun Liu · Study

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Ji‐Chun Liu

1 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-4363-4500

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Citations21

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A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns2018 · 21 citations

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A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns

Studies in Nonlinear Dynamics and Econometrics·2018·2 authors·Open access

21citations