@mastersthesis{publication-17789,
	author={Hain, Linda Isabella},
	editor={Paolella, Marc},
	faculty={Faculty of Business, Economics and Informatics},
	institution={University of Zurich},
	pages=60,
	title={Joint Non-Gaussian Cholesky-GARCH Modeling of Asset Returns and Factors with Applications in Portfolio Optimization},
	year=2019,
}