Tree Structured DCC_multivariate GARCH Model and its Application in Volatility Correlation Analysis of Shanghai, Shenzhen and Hong Kong Stock Markets

Type: Retraction
Notice date: 8/23/2010 0:00
Journal: 2010 IEEE International Conference on Advanced Management Science (ICAMS 2010)
Publisher: IEEE: Institute of Electrical and Electronics Engineers
Notice DOI: 10.1109/icams.2010.5552992
Original paper DOI: 10.1109/icams.2010.5552992

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