The 2001 JBES Invited Paper - A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations
| Year of publication: |
2002
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| Authors: | Tse, Y.K. ; Tsui, Albert K.C. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 20.2002, 3, p. 351-362
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