TY  - JOUR
TI  - A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
AU  - Yiu‐Kuen Tse
AU  - Albert K. C. Tsui
JO  - Journal of Business and Economic Statistics
PY  - 2002
VL  - 20
IS  - 3
DO  - 10.1198/073500102288618496
UR  - https://doi.org/10.1198/073500102288618496
ER  -