@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042862,
 author = {Caporin, Massimiliano and McAleer, Michael},
 month = {May},
 note = {application/pdf, Forthcoming in Statistica Neerlandica., 本文フィルはリンク先を参照のこと},
 title = {Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH},
 year = {2010}
}