Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model - researchr publication authors

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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]

This author has not been identified. Look up 'Xunfa Lu' in GoogleThis author has not been identified. Look up 'Jiawei Wang' in GoogleThis author has not been identified. Look up 'Kin Keung Lai' in Google

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