APA (7th ed.) Citation

Engle, R. F., & Sheppard, K. (2001). Theoretical and empirical properties of dynamic conditional correlation multivariate garch.

Chicago Style (17th ed.) Citation

Engle, Robert F., and Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate Garch. Cambridge, Mass, 2001.

MLA (9th ed.) Citation

Engle, Robert F., and Kevin Sheppard. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate Garch. 2001.