Amado, C., & Teräsvirta, T. (2014). Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations.
Chicago Style (17th ed.) CitationAmado, Cristina, and Timo Teräsvirta. Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity with Nonstationary GARCH Equations. 2014.
MLA (8th ed.) CitationAmado, Cristina, and Timo Teräsvirta. Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity with Nonstationary GARCH Equations. 2014.
Warning: These citations may not always be 100% accurate.