Engle, R. F., & Sheppard, K. (2001). Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH. National Bureau of Economic Research.
Chicago Style (17. basım) AtıfEngle, Robert F., ve Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. Cambridge, Mass: National Bureau of Economic Research, 2001.
MLA (9th ed.) AtıfEngle, Robert F., ve Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research, 2001.
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