Yan, L., Kellard, N. M., & Lambercy, L. (2025). Multivariate range-based EGARCH models. International review of financial analysis, 100, 103983. https://doi.org/10.1016/j.irfa.2025.103983
Chicago Style (17th ed.) CitationYan, Lili, Neil M. Kellard, and Lyudmyla Lambercy. "Multivariate Range-based EGARCH Models." International Review of Financial Analysis 100 (2025): 103983. https://doi.org/10.1016/j.irfa.2025.103983.
MLA (9th ed.) CitationYan, Lili, et al. "Multivariate Range-based EGARCH Models." International Review of Financial Analysis, vol. 100, 2025, p. 103983, https://doi.org/10.1016/j.irfa.2025.103983.
Warning: These citations may not always be 100% accurate.