·Paper Publications
Jiang, H., Saart, P. and Xia, Y. (2016). Asymmetric conditional correlations in stock returns. The Annals of Applied Statistics 10(2), 989-1018.
Release time:2016-08-06 Hits:
Indexed by: Journal paper
First Author: Jiang, H.
Correspondence Author: Xia, Y.
Co-author: Saart, P.
Journal: The Annals of Applied Statistics
Included Journals: SCI
Discipline: Science
First-Level Discipline: Statistics
Volume: 10
Issue: 2
Page Number: 989-1018
Date of Publication: 2016-07-22