@article{econhot_econhot-cited-aab6ba80f43f46f9,
  title = {A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations},
  author = {Yiu‐Kuen Tse and Albert K. C. Tsui},
  journal = {Journal of Business and Economic Statistics},
  year = {2002},
  volume = {20},
  number = {3},
  pages = {351-362},
  doi = {10.1198/073500102288618496},
  url = {https://doi.org/10.1198/073500102288618496}
}