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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 98 (2000)
Issue (Month): 1 (September)
Pages: 107-127
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Handle: RePEc:eee:econom:v:98:y:2000:i:1:p:107-127

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3. Y. K. Tse & Albert K. C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying correlations," Econometrics 0004010, EconWPA. [Downloadable!]
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4. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109. [Downloadable!]
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10. repec:sol:wpaper:06-006 is not listed on IDEAS
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