%0 Journal Article %1 journals/eor/ChristodoulakisS02 %A Christodoulakis, George A. %A Satchell, Stephen E. %D 2002 %J Eur. J. Oper. Res. %K dblp %N 2 %P 351-370 %T Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. %U http://dblp.uni-trier.de/db/journals/eor/eor139.html#ChristodoulakisS02 %V 139

@article{journals/eor/ChristodoulakisS02, added-at = {2020-02-21T00:00:00.000+0100}, author = {Christodoulakis, George A. and Satchell, Stephen E.}, biburl = {https://www.bibsonomy.org/bibtex/23d8b7447157fef1c33a85d38cc77a4f6/dblp}, ee = {https://doi.org/10.1016/S0377-2217(01)00361-7}, interhash = {7c959d4381fea71846b611315febefa1}, intrahash = {3d8b7447157fef1c33a85d38cc77a4f6}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 2, pages = {351-370}, timestamp = {2020-02-22T12:28:56.000+0100}, title = {Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor139.html#ChristodoulakisS02}, volume = 139, year = 2002 }