Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns

George A. Christodoulakis () and Stephen E. Satchell

European Journal of Operational Research, 2002, vol. 139, issue 2, pages 351-370

Date: 2002
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European Journal of Operational Research is edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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