SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range · Study

ArticleShelves

ArticleHeterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

Manabu Asai2012

OA

Articlegreen2012

Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

18 citations·0/0 files stored·Journal of Forecasting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 18 citations exist upstream.

References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2002Dynamic Conditional Correlation 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 1998Evaluating Interval Forecasts 2008A Simple Approximate Long-Memory Model of Realized Volatility 1980The Extreme Value Method for Estimating the Variance of the Rate of Return 2009Expected Stock Returns and Variance Risk Premia

Cited by

2016Combining Multivariate Volatility Forecasts: An Economic-Based Approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Financial Risk Measurement for Financial Risk Managementchapter · 20 shared references 2009Stochastic Volatilityother · 20 shared references 2012Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazilarticle · 20 shared references 2014Range Volatility: A Review of Models and Empirical Studieschapter · 19 shared references 2005Volatility Forecastingreport · 18 shared references 2012Financial Risk Measurement for Financial Risk Managementreport · 18 shared references

Details

Year2012

Typearticle

Published2012-01-01

VenueJournal of Forecasting

ISSN-L0277-6693

Languageen

Citations18

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1002/for.2252

openalex_workW2322097199

Links

Imported from OpenAlex (CC0) — nothing here is generated.