@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042117,
 author = {Caporin, Massimiliano and McAleer, Michael},
 month = {Aug},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models},
 year = {2009}
}