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"Forecasting conditional correlations in stock, bond and foreign exchange ..."

Abdul Hakim, Michael McAleer (2009)

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DOI: 10.1016/J.MATCOM.2008.07.013

access: closed

type: Journal Article

metadata version: 2020-03-04

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Abdul Hakim, Michael McAleer:
Forecasting conditional correlations in stock, bond and foreign exchange markets. Math. Comput. Simul. 79(9): 2830-2846 (2009)

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