@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042155, author = {Caporin, Massimiliano and McAleer, Michael}, month = {May}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Ranking Multivariate GARCH Models by Problem Dimension}, year = {2010} }