Trifonov, J. S., & Potanin, B. S. Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix. Government of the Russian Federation, Financial University.
Chicago Style (17th ed.) CitationTrifonov, Ju. S., and B. S. Potanin. Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix. Government of the Russian Federation, Financial University.
MLA (9th ed.) CitationTrifonov, Ju. S., and B. S. Potanin. Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix. Government of the Russian Federation, Financial University.
Warning: These citations may not always be 100% accurate.