Title:

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.

Authors:

Cristina Amado (U Minho, NIPE, U Minho, Aarhus U)
Timo Teräsvirta (Aarhus U)

Journal:

Journal of Business and Economic Statistics

Year:

2014

Volume:

32

Number:

1

Pages:

69-87