---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/17/99 
03:17 PM ---------------------------


"Van Belle, Magali" <mvanbelle@haglerbailly.com> on 12/13/99 02:51:55 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:  
Subject: Paper on Garch



Vincent,

I met you at the Risk conference last week in Houston. I enjoyed your
presentations very much.
I was wondering if you could give me some references regarding the
calculation of correlation coefficients from a GARCH model.

Thank you.

Magali Van Belle
Consultant

              PHB Hagler Bailly
MANAGEMENT AND ECONOMIC CONSULTANTS

PHB Hagler Bailly, Inc.   (202) 828-3933 direct dial
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