Author,Title,Journal,ISSN,Publisher,Date,Volume,Number,Page,URL,URL(DOI)
Christian Conrad and Onno Kleen,Two Are Better Than One: Volatility Forecasting Using Multiplicative Component GARCH Models,SSRN Electronic Journal,1556-5068,Elsevier BV,2018,,,,https://cir.nii.ac.jp/crid/1363670320696873600,https://doi.org/10.2139/ssrn.2752354