APA (7th ed.) Citation

Engle, R. F., & Sheppard, K. (2001). Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Engle, Robert F., and Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. Cambridge, Mass: National Bureau of Economic Research, 2001.

MLA (9th ed.) Citation

Engle, Robert F., and Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. National Bureau of Economic Research, 2001.