Correlated ARCH (CorrARCH) : a new model for the time-varying conditional correlation between financial asset returns /
Christodoulakis, George A.
Satchell, S.(Stephen)
Birkbeck College.Institute for Financial Research.
London : Institute for Financial Research, Birkbeck College,
1998.
Caption title.
"June 30, 1998."
Includes bibliographical references (p. 27-29)
Assets (Accounting)
Rate of return