A test for constant correlations in a multivariate GARCH model
| Year of publication: |
2000
|
|---|---|
| Authors: | Tse, Y. K. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 98.2000, 1, p. 107-127
|
| Publisher: |
Elsevier |