%0 Journal Article %1 Tse2000 %A Tse, Y. K. %D 2000 %J Journal of Econometrics %K Multivariate conditional heteroscedasticity %N 1 %P 107--127 %T A test for constant correlations in a multivariate GARCH model %U http://www.sciencedirect.com/science/article/B6VC0-40V4D1C-D/2/158c42691aa096d455d6887ebb17c936 %V 98

@article{Tse2000, added-at = {2008-04-21T22:02:42.000+0200}, author = {Tse, Y. K.}, biburl = {https://www.bibsonomy.org/bibtex/29c14d04e1892bdb4f218ab4f801060e3/smicha}, description = {Journal of Econometrics}, interhash = {70350a0cc9d737d889f5c0cd9b766c1e}, intrahash = {9c14d04e1892bdb4f218ab4f801060e3}, journal = {Journal of Econometrics}, keywords = {Multivariate conditional heteroscedasticity}, month = Sep, number = 1, pages = {107--127}, timestamp = {2008-04-21T22:05:03.000+0200}, title = {A test for constant correlations in a multivariate GARCH model}, url = {http://www.sciencedirect.com/science/article/B6VC0-40V4D1C-D/2/158c42691aa096d455d6887ebb17c936}, volume = 98, year = 2000 }