"Correlation Analysis of Yield and Volatility Based on GARCH Family Models."

Yue Xu, Sulin Pang (2011)

> Home

Details and statistics

DOI: 10.1007/978-3-642-18387-4_58

access: closed

type: Part in Book or Collection

metadata version: 2017-05-16

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - series/crm/XuP11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/series/crm/XuP11
Yue Xu, Sulin Pang:
Correlation Analysis of Yield and Volatility Based on GARCH Family Models. Modeling Risk Management for Resources and Environment in China 2011: 527-537

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.