Vrontos, I.D et al. <br/><br/>
Full-Factor Multivariate GARCH Model 
 J5085  2003 

 -  2003 
 - 312-334  V.  06  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Autoregressive conditional heteroscedasticity;Bayesian model averaging;Markov chain carlo model composition;Maximum likelihood estimation;