Student-t distribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management.

MLA

Ku, Yuan-Hung Hsu. “Student-t Distribution Based VAR-MGARCH: An Application of the DCC Model on International Portfolio Risk Management.” Applied Economics, vol. 40, no. 13, July 2008, pp. 1685–97. EBSCOhost, https://doi.org/10.1080/00036840600892894.

APA

Ku, Y.-H. H. (2008). Student-t distribution based VAR-MGARCH: an application of the DCC model on international portfolio risk management. Applied Economics, 40(13), 1685–1697. https://doi.org/10.1080/00036840600892894

Chicago

Ku, Yuan-Hung Hsu. 2008. “Student-t Distribution Based VAR-MGARCH: An Application of the DCC Model on International Portfolio Risk Management.” Applied Economics 40 (13): 1685–97. doi:10.1080/00036840600892894.