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Related research
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Boswijk, H.P. & Weide, R. van der, 2006.
"Wake me up before you GO-GARCH,"
CeNDEF Working Papers
06-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
[Downloadable!]
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Annastiina Silvennoinen & Timo Teräsvirta, 2008.
"Multivariate GARCH models,"
CREATES Research Papers
2008-06, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: