BibTeX record journals/mcs/VeigaCM08

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@article{DBLP:journals/mcs/VeigaCM08,
  author       = {Bernardo da Veiga and
                  Felix Chan and
                  Michael McAleer},
  title        = {Modelling the volatility transmission and conditional correlations
                  between {A} and {B} shares in forecasting value-at-risk},
  journal      = {Math. Comput. Simul.},
  volume       = {78},
  number       = {2-3},
  pages        = {155--171},
  year         = {2008},
  url          = {https://doi.org/10.1016/j.matcom.2008.01.031},
  doi          = {10.1016/J.MATCOM.2008.01.031},
  timestamp    = {Mon, 26 Oct 2020 08:42:22 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/VeigaCM08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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