Multivariate GARCH Models with Correlation Clustering
| Year of publication: |
2012
|
|---|---|
| Authors: | So, Mike K. P. ; Yip, Iris W. H. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 31.2012, 5, p. 443-468
|
| Publisher: |
John Wiley & Sons, Ltd. |