Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
| Title | Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models |
| Publication Type | Journal Article |
| Year of Publication | 2002 |
| Authors | Engle R |
| Journal | Journal of Business & Economic Statistics |
| Volume | 20 |
| Pagination | 339–350 |
| Citation Key | engle2002dynamic |
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