Multivariate Asset Price Dynamics with Stochastic Covariation.
(2011)
Journal Article
Williams, J., & Ioannidis, C. (2011). Multivariate Asset Price Dynamics with Stochastic Covariation. Quantitative Finance, 11(1), 125-134. https://doi.org/10.1080/14697680903419693
All Outputs (2)
Regulatory Changes, Market Integration and Spillover Effects in the Chinese A, B and Hong Kong Equity Markets (2011)
Journal Article
Chen, J., Buckland, R., & Williams, J. (2011). Regulatory Changes, Market Integration and Spillover Effects in the Chinese A, B and Hong Kong Equity Markets. Pacific-Basin Finance Journal, 19(4), 351-373. https://doi.org/10.1016/j.pacfin.2011.01.002