Belasri, Yassine, and Rachid Ellaia. “Estimation of Volatility and Correlation With Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets”. International Journal of Economics and Financial Issues 7, no. 2 (April 3, 2017): 384–396. Accessed November 22, 2024. https://econjournals.com/index.php/ijefi/article/view/4078.