Multivariate GARCH models: a survey

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Journal

Title: Journal of Applied Econometrics

Abbreviated Title: J. Appl. Econ.

Publisher: Wiley-Blackwell

ISSN (Print): 0883-7252

ISSN (Electronic): 1099-1255

Publication date Created: January 2006

Publication date (Print): January 2006

Volume: 21

Issue: 1

Pages: 79-109

Article

DOI: 10.1002/jae.842

SO-VID: a16f8f02-6116-4ab0-811e-906e773eccaf

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