1. Two Cholesky-log-GARCH models for multivariate volatilities. (June 2015) Authors: Pedeli, Xanthi; Fokianos, Konstantinos; Pourahmadi, Mohsen Journal: Statistical modelling Issue: Volume 15:Number 3(2015) Page Start: 233 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗