He, Changli (contributor); Teräsvirta, Timo (contributor) - 2002 - [Elektronische Ressource]
; multivariate volatility model ; random coefficient model ; volatility forecasting …: conditional covariance matrix,multivariate GARCH,mul-
tivariate volatility model,random coefficient model,volatility forecasting … last fifteen years or so, the focus in modelling volatility has partly
shifted from univariate to multivariate …