Four Essays on Building Conditional Correlation GARCH Models.

@inproceedings{Nakatani2010FourEO,
  title={Four Essays on Building Conditional Correlation GARCH Models.},
  author={Tomoaki Nakatani},
  year={2010}
}
This thesis consists of four research papers. The main focus is on building the multivariate Conditional Correlation (CC-) GARCH models. In particular, emphasis lies on considering an extension of ...