Multivariate GARCH Models with Correlation Clustering
Version of Record online: 30 MAR 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 31, Issue 5, pages 443–468, August 2012
How to Cite
So, M. K. P. and Yip, I. W. H. (2012), Multivariate GARCH Models with Correlation Clustering. J. Forecast., 31: 443–468. doi: 10.1002/for.1234
- Issue online: 8 JUL 2012
- Version of Record online: 30 MAR 2011
- RGC Competitive Earmarked Research. Grant Number: 602306
- HKUST. Grant Number: RPC07/08.BM01
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