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Journal articles (2006), Journal of Applied Econometrics, 21 (1), pp. 79-109

Multivariate GARCH Models: A Survey

Laurent Sebastien, Bauwens Luc, Rombouts Jeroen

LAURENT, S., BAUWENS, L. and ROMBOUTS, J. (2006). Multivariate GARCH Models: A Survey. Journal of Applied Econometrics, 21(1), pp. 79-109.