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]
@inproceedings{LiN15-59, title = {The Study on Dynamic Conditional Correlation-GARCH Model and its Application}, author = {Ziyu Li and Atsuyuki Naka}, year = {2015}, doi = {10.1007/978-3-662-49014-3_22}, url = {http://dx.doi.org/10.1007/978-3-662-49014-3_22}, researchr = {https://researchr.org/publication/LiN15-59}, cites = {0}, citedby = {0}, pages = {242-248}, booktitle = {Bio-Inspired Computing - Theories and Applications - 10th International Conference, BIC-TA 2015, Hefei, China, September 25-28, 2015, Proceedings}, editor = {Maoguo Gong and Linqiang Pan and Tao Song and Ke Tang and Xingyi Zhang}, volume = {562}, series = {Communications in Computer and Information Science}, publisher = {Springer}, isbn = {978-3-662-49013-6}, }