Xunfa Lu, Jiawei Wang, Kin Keung Lai. Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model. In Seventh International Joint Conference on Computational Sciences and Optimization, CSO 2014, Beijing, China, July 4-6, 2014. pages 284-287, IEEE, 2014. [doi]
Abstract is missing.