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The Study on Dynamic Conditional Correlation-GARCH Model and its Application

Ziyu Li, Atsuyuki Naka. The Study on Dynamic Conditional Correlation-GARCH Model and its Application. In Maoguo Gong, Linqiang Pan, Tao Song, Ke Tang, Xingyi Zhang, editors, Bio-Inspired Computing - Theories and Applications - 10th International Conference, BIC-TA 2015, Hefei, China, September 25-28, 2015, Proceedings. Volume 562 of Communications in Computer and Information Science, pages 242-248, Springer, 2015. [doi]

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Ziyu Li

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Atsuyuki Naka

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