Engle, R. F., & Sheppard, K. (2001). Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH. National Bureau of Economic Research.
Cita Chicago (17th ed.)Engle, Robert F., i Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. Cambridge, Mass: National Bureau of Economic Research, 2001.
Cita MLA (9th ed.)Engle, Robert F., i Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research, 2001.
Atenció: Aquestes cites poden no estar 100% correctes.