Average conditional correlation and tree structures for multivariate GARCH models
| Year of publication: |
2006
|
|---|---|
| Authors: | Audrino, Francesco ; Barone-Adesi, Giovanni |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 25.2006, 8, p. 579
|