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Multivariate GARCH Models with Correlation Clustering
So, Mike K. P., (2010)
Multivariate GARCH models with correlation clustering
So, Mike K. P., (2012)
International stock comovements with endogenous clusters
Coroneo, Laura, (2020)
COVID-19 pandemic and volatility interdependence between gold and financial assets
Maghyereh, Aktham I., (2022)