%0 Journal Article
%T Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China
%A Tsui, Albert K.
%A Yu, Qiao
%A ,
%J Mathematics and Computers in Simulation
%V 48
%N 4-6
%P 503-509
%@ 0378-4754
%D 1999-06-01
%I Elsevier BV
%~ DeepDyve