@article{econhot_econhot-reading-58, title = {Dynamic Conditional Correlation}, author = {Robert Engle}, journal = {Journal of Business \& Economic Statistics}, year = {2002}, volume = {20}, number = {3}, pages = {339-350}, doi = {10.1198/073500102288618487}, url = {https://doi.org/10.1198/073500102288618487} }