Mcaleer, M., Hoti, S., & Chan, F. (2009). Structure and asymptotic theory for multivariate asymmetric conditional volatility. Taylor and Francis.
Chicago Style (17th ed.) CitationMcaleer, M., S. Hoti, and Felix Chan. Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. Taylor and Francis, 2009.
MLA (9th ed.) CitationMcaleer, M., et al. Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. Taylor and Francis, 2009.
Warning: These citations may not always be 100% accurate.