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A Multivariate GARCH Model with Time-Varying correlations
Tse, Y. K., (2000)
Conditional volatility in foreign exchange rates : evidence from the alaysian ringgit and Singapore dollar
Tse, Yiu Kuen, (1997)
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen, (2002)