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Multiple streamflow time series modeling using VAR–MGARCH a..:

Fathian, Farshad ; Fakheri-Fard, Ahmad ; Ouarda, T. B. M. J...
Stochastic Environmental Research and Risk Assessment.  33 (2019)  2 - p. 407-425 , 2019
Link: https://doi.org/10.1007/s00477-019-01651-9