Information Journal Paper
APA:
CopyTSE, Y.K.. (2000). A TEST FOR CONSTANT CORRELATIONS IN A MULTIVARIATE GARCH MODEL. JOURNAL OF ECONOMETRICS, 98(-), 107-127. SID. https://sid.ir/paper/669414/en
Vancouver:
CopyTSE Y.K.. A TEST FOR CONSTANT CORRELATIONS IN A MULTIVARIATE GARCH MODEL. JOURNAL OF ECONOMETRICS[Internet]. 2000;98(-):107-127. Available from: https://sid.ir/paper/669414/en
IEEE:
CopyY.K. TSE, “A TEST FOR CONSTANT CORRELATIONS IN A MULTIVARIATE GARCH MODEL,” JOURNAL OF ECONOMETRICS, vol. 98, no. -, pp. 107–127, 2000, [Online]. Available: https://sid.ir/paper/669414/en