Francq, C., & Zakoïan, J. (2016). Estimating multivariate volatility models equation by equation. Journal of the Royal Statistical Society. Series B, Statistical methodology, 78(3), 613-635. https://doi.org/10.1111/rssb.12126
Chicago Style (17th ed.) CitationFrancq, Christian, and Jean-Michel Zakoïan. "Estimating Multivariate Volatility Models Equation by Equation." Journal of the Royal Statistical Society. Series B, Statistical Methodology 78, no. 3 (2016): 613-635. https://doi.org/10.1111/rssb.12126.
MLA (9th ed.) CitationFrancq, Christian, and Jean-Michel Zakoïan. "Estimating Multivariate Volatility Models Equation by Equation." Journal of the Royal Statistical Society. Series B, Statistical Methodology, vol. 78, no. 3, 2016, pp. 613-635, https://doi.org/10.1111/rssb.12126.