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Wilfrid Laurier University Leaf
September 23, 2014
 
 
Canadian Excellence

Documents


Wing Hong Chan

Matlab Program for Chan (2003) Correlated Bivariate Poisson Jump Model


Wing Chan

published: 2013 | Research publication | Software

Chan, W. H., (2003), “A Correlated Bivariate Poisson Jump Model for Foreign Exchange”, Empirical Economics, 28, pp.669-689.

Download: ZIP (25k)    CBP_BEKK_MATLAB.zip

revised Dec 21/13

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