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]
@inproceedings{LuWL14-0,
title = {Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model},
author = {Xunfa Lu and Jiawei Wang and Kin Keung Lai},
year = {2014},
doi = {10.1109/CSO.2014.60},
url = {http://dx.doi.org/10.1109/CSO.2014.60},
researchr = {https://researchr.org/publication/LuWL14-0},
cites = {0},
citedby = {0},
pages = {284-287},
booktitle = {Seventh International Joint Conference on Computational Sciences and Optimization, CSO 2014, Beijing, China, July 4-6, 2014},
publisher = {IEEE},
}