Kris Boudt, Christophe Croux. Robust M-estimation of multivariate GARCH models. Computational Statistics & Data Analysis, 54(11):2459-2469, 2010. [doi]
@article{BoudtC10,
title = {Robust M-estimation of multivariate GARCH models},
author = {Kris Boudt and Christophe Croux},
year = {2010},
doi = {10.1016/j.csda.2009.11.007},
url = {http://dx.doi.org/10.1016/j.csda.2009.11.007},
researchr = {https://researchr.org/publication/BoudtC10},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {54},
number = {11},
pages = {2459-2469},
}