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Research outside affiliated...
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CHOW Wai Yip
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Chen Peimin
1
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Journal article
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2020
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2008
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英语English
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SSCI
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Multivariate GARCH
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DCC-MVGARCH
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Dynamic conditional correla...
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Innovation, Patents
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Reversible jump MCMC
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Handbook of Financial Econo...
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Journal of Empirical Finance
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DCC-GARCH model for market and firm-level dynamic correlation in S&P 500
Book chapter
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Singapore:World Scientific Publishing, 2020, pages: 4421-4440
Authors:
Chen, Peimin
;
Wu, Chunchi
;
Zhang, Ying
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View/Download：3/0
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Submit date：2025/03/25
Contagion
DCC-MVGARCH
Dynamic conditional correlation
Multivariate GARCH
Risk management
Volatility of stock price as predicted by patent data: An MGARCH perspective
Journal article
Journal of Empirical Finance,2008, volume: 15, issue: 1, pages: 64-79
Authors:
Chow, William W.
;
Fung, Michael K.
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View/Download：6/0
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Submit date：2022/03/21
Innovation, Patents
Multivariate GARCH
Reversible jump MCMC
Value-at-Risk
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