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Networks: An Introduction

"The scientific study of networks, including computer networks, social networks, and biological networks, has received an enormous amount of interest in the last few years. The ...

2010 7046 citations

Dynamic Conditional Correlation

Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross pro...

2002 Journal of Business and Economic Stat... 6809 citations