BibTeX record journals/ma/FrancqS17

download as .bib file

@article{DBLP:journals/ma/FrancqS17,
  author       = {Christian Francq and
                  Genaro Sucarrat},
  title        = {An equation-by-equation estimator of a multivariate log-GARCH-X model
                  of financial returns},
  journal      = {J. Multivar. Anal.},
  volume       = {153},
  pages        = {16--32},
  year         = {2017},
  url          = {https://doi.org/10.1016/j.jmva.2016.09.010},
  doi          = {10.1016/J.JMVA.2016.09.010},
  timestamp    = {Thu, 14 Oct 2021 09:40:11 +0200},
  biburl       = {https://dblp.org/rec/journals/ma/FrancqS17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.