Asai, M., Mcaleer, M., & Da Veiga, B. (2008). Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Elsevier Science.
Chicago Style (17th ed.) CitationAsai, M., M. Mcaleer, and Bernardo Da Veiga. Portfolio Single Index (PSI) Multivariate Conditional and Stochastic Volatility Models. Elsevier Science, 2008.
MLA (9th ed.) CitationAsai, M., et al. Portfolio Single Index (PSI) Multivariate Conditional and Stochastic Volatility Models. Elsevier Science, 2008.
Warning: These citations may not always be 100% accurate.