Caporin, M., & McAleer, M. (2011). Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation.
Citación estilo ChicagoCaporin, Massimiliano, y Michael McAleer. Ranking Multivariate GARCH Models By Problem Dimension: An Empirical Evaluation. 2011.
Cita MLACaporin, Massimiliano, y Michael McAleer. Ranking Multivariate GARCH Models By Problem Dimension: An Empirical Evaluation. 2011.
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