@data{multivaria/2011,
author = {Noureldin, Diaa and Shephard, Neil and Sheppard, Kevin},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {multivariate-highfrequencybased-volatility-heavy-models},
year = {2011},
version = {1},
url = {https://jda-test.zbw.eu/dataset/multivariate-highfrequencybased-volatility-heavy-models} 
}