Asai, M., & McAleer, M. (2022). Multivariate Hyper-Rotated GARCH-BEKK. Journal of Time Series Econometrics, 14(2), 175. https://doi.org/10.1515/jtse-2021-0006
Chicago Style (17th ed.) CitationAsai, Manabu, and Michael McAleer. "Multivariate Hyper-Rotated GARCH-BEKK." Journal of Time Series Econometrics 14, no. 2 (2022): 175. https://doi.org/10.1515/jtse-2021-0006.
MLA (9th ed.) CitationAsai, Manabu, and Michael McAleer. "Multivariate Hyper-Rotated GARCH-BEKK." Journal of Time Series Econometrics, vol. 14, no. 2, 2022, p. 175, https://doi.org/10.1515/jtse-2021-0006.
Warning: These citations may not always be 100% accurate.