Belasri Y, Ellaia R. Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets. IJEFI [Internet]. 2017 Apr. 3 [cited 2024 Nov. 7];7(2):384-96. Available from: https://econjournals.com.tr/index.php/ijefi/article/view/4078