@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042486,
 author = {Hoti, Suhejla and Felix, Chan and Michael, McAleer},
 month = {Mar},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Structure and Asymptotic Theory for Multivariate Asymmetric Volatility : Empirical Evidence for Country Risk Ratings},
 year = {2003}
}