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Cited by 452

The DOI matches its Crossref record; 53 of the 53 references it cites were found in a registry or an index.

Multivariate GARCH Models

Silvennoinen, Annastiina, Teräsvirta, Timo·2009·Handbook of Financial Time Series
DOI 10.1007/978-3-540-71297-8_9
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Metadata

Authors
Silvennoinen, A., & Teräsvirta, T.
Venue
Handbook of Financial Time Series
Publisher
Springer Berlin Heidelberg
Published
2009
Pages
201-229
DOI
10.1007/978-3-540-71297-8_9
OpenAlex
W3021739894
Cited by
452
References
53
FWCI
144.74
Type
book chapter
Language
en
Open access
closed

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CoChat. (2026). Citation check: Multivariate GARCH Models. https://app.cochat.ai/papers/10.1007/978-3-540-71297-8_9
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Silvennoinen, A., & Teräsvirta, T. (2009). Multivariate GARCH Models. Handbook of Financial Time Series. https://doi.org/10.1007/978-3-540-71297-8_9

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.