@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042860,
 author = {Tansuchat, Roengchai and Chang, Chia-Lin and McAleer, Michael},
 month = {Jan},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH},
 year = {2010}
}