BibTeX record journals/csda/SantosM14

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@article{DBLP:journals/csda/SantosM14,
  author       = {Andr{\'{e}} Alves Portela Santos and
                  Guilherme V. Moura},
  title        = {Dynamic factor multivariate {GARCH} model},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {76},
  pages        = {606--617},
  year         = {2014},
  url          = {https://doi.org/10.1016/j.csda.2012.09.010},
  doi          = {10.1016/J.CSDA.2012.09.010},
  timestamp    = {Fri, 04 Sep 2020 10:49:25 +0200},
  biburl       = {https://dblp.org/rec/journals/csda/SantosM14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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