Multivariate GARCH Models with Correlation Clustering
| Year of publication: |
2012
|
|---|---|
| Authors: | So, Mike K. P. ; Yip, Iris W. H. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 31.2012, 5, p. 443-469
|