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【题名】The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection
【作 者】：Pedro Galeano, M. Concepción Ausín
【期刊、会议、单位名称】：Journal of Business and Economic Statistics
【年, 卷(期), 起止页码】：October 1, 2010, 28(4): 559-571.
【全文链接】：http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.07238

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The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection

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