TY  - JOUR
TI  - Dynamic Conditional Correlation
AU  - Robert Engle
JO  - Journal of Business & Economic Statistics
PY  - 2002
VL  - 20
IS  - 3
DO  - 10.1198/073500102288618487
UR  - https://doi.org/10.1198/073500102288618487
ER  -