A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets

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A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets

Volatility modeling is crucial for risk management and asset allocation; this is an influential area in financial econometrics. The central requirement of volatility modeling is to be able to forecast volatility accurately. The literature review of volatility modeling shows that the approaches of mo...

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Bibliographic Details
Main Authors:	Wei, Z., Yiu, K., Wong, H., Chan, Kit Yan
Format:	Journal Article
Published:	Chinese Fuzzy Systems Association 2018
Online Access:	http://hdl.handle.net/20.500.11937/67540

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