Engle, R. F., & Sheppard, K. (2001). Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research.
Cita Chicago Style (17a ed.)Engle, Robert F., y Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. Cambridge, MA: National Bureau of Economic Research, 2001.
Cita MLA (9a ed.)Engle, Robert F., y Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research, 2001.
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