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BibTeX record journals/csda/SantosM14
@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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