Media type: E-Article Title: Modelling asymmetric volatility dynamics by multivariate BL-GARCH models Contributor: Storti, Giuseppe Published: Springer Science and Business Media LLC, 2008 Published in: Statistical Methods and Applications, 17 (2008) 2, Seite 251-274 Language: English DOI: 10.1007/s10260-007-0066-4 ISSN: 1618-2510; 1613-981X Keywords: Statistics, Probability and Uncertainty ; Statistics and Probability Origination: Footnote: