Cited in
(9)- The uncertainty of conditional returns, volatilities and correlations in DCC models
- Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation
- Implied risk aversion: an alternative rating system for retail structured products
- JMulTi
- Efficient factor GARCH models and factor-DCC models
- ccgarch
- Multivariate GARCH models for large-scale applications: a survey
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models
- Teaching size and power properties of hypothesis tests through simulations
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