英文文献：Models with Multiplicative Decomposition of Conditional Variances and Correlations
英文文献作者：Cristina Amado,Annastiina Silvennoinen,Timo Ter?svirta
英文文献摘要：
Univariate and multivariate GARCH type models with multiplicative decomposition of the variance to short and long run components are surveyed. The latter component can be either deterministic or stochastic. Examples of both types are studied.