@data{jae.2022320.0729149245,
author = {Laurent, Sébastien and Rombouts, Jeroen V.K. and Violante, Francesco},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {on-the-forecasting-accuracy-of-multivariate-garch-models},
year = {2012},
version = {1},
url = {https://journaldata.zbw.eu/dataset/on-the-forecasting-accuracy-of-multivariate-garch-models},
doi = "10.15456/jae.2022320.0729149245" 
}