APA (7th ed.) Citation

Pesaran, B., & Pesaran, M. H. (2007). Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution. CesIfo.

Chicago Style (17th ed.) Citation

Pesaran, Bahram, and M. Hashem Pesaran. Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate T Distribution. München: CesIfo, 2007.

MLA (9th ed.) Citation

Pesaran, Bahram, and M. Hashem Pesaran. Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate T Distribution. CesIfo, 2007.