Shin, M., Kim, D., Wang, Y., & Fan, J. (2021). Factor and Idiosyncratic VAR Volatility Matrix Models for Heavy-Tailed High-Frequency Financial Observations.
Style de citation Chicago (17e éd.)Shin, Minseok, Donggyu Kim, Yazhen Wang, et Jianqing Fan. Factor and Idiosyncratic VAR Volatility Matrix Models for Heavy-Tailed High-Frequency Financial Observations. 2021.
Style de citation MLA (9e éd.)Shin, Minseok, et al. Factor and Idiosyncratic VAR Volatility Matrix Models for Heavy-Tailed High-Frequency Financial Observations. 2021.
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