@data{jae.2022314.1310726465, author = {Weide, Roy van der}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {gogarch-a-multivariate-generalized-orthogonal-garch-model}, year = {2002}, version = {1}, url = {https://journaldata.zbw.eu/dataset/gogarch-a-multivariate-generalized-orthogonal-garch-model}, doi = "10.15456/jae.2022314.1310726465" }